+40.3%
RUN vs VYM
+209.2%
-168.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.9% |
| 7D | -3.7% | -0.8% | -2.9% | -2.4% |
| 30D | -13.0% | -2.2% | -10.8% | -9.6% |
| 3M | -31.8% | +3.1% | -34.9% | -35.1% |
| 6M | -32.2% | +9.7% | -41.9% | -41.4% |
| YTD | -53.5% | +14.9% | -68.4% | -62.5% |
| 1Y | -46.5% | +17.6% | -64.1% | -58.2% |
| 3Y | -37.6% | +65.3% | -102.9% | -70.4% |
| 5Y | -80.9% | +78.7% | -159.6% | -91.4% |
| All | +40.3% | +209.2% | -168.8% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling