-45.9%
RUN vs VYM
+21.4%
-67.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.7% |
| 7D | +1.3% | 0.0% | +1.3% | +1.4% |
| 30D | -15.3% | -0.5% | -14.7% | -13.8% |
| 3M | -40.0% | +3.0% | -43.0% | -44.5% |
| 6M | -27.0% | +8.2% | -35.2% | -41.6% |
| YTD | -51.7% | +15.8% | -67.5% | -68.1% |
| 1Y | -45.9% | +20.8% | -66.7% | -66.6% |
| All | -45.9% | +21.4% | -67.3% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling