-18.3%
RUN vs VYM
+234.7%
-253.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -3.7% |
| 7D | -1.8% | -1.0% | -0.8% | -0.2% |
| 30D | -10.8% | -2.0% | -8.8% | -7.8% |
| 3M | -30.2% | +3.1% | -33.2% | -33.3% |
| 6M | -22.3% | +8.9% | -31.2% | -31.6% |
| YTD | -52.2% | +14.7% | -66.9% | -61.0% |
| 1Y | -45.1% | +19.4% | -64.5% | -57.6% |
| 3Y | -37.1% | +65.4% | -102.5% | -69.1% |
| 5Y | -80.3% | +77.6% | -157.8% | -90.7% |
| 10Y | +45.2% | +207.8% | -162.6% | -62.2% |
| All | -18.3% | +234.7% | -253.0% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling