+510.3%
V vs RUN
-23.6%
+533.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +2.2% | +33.4% | -31.2% | +0.4% |
| 30D | +13.6% | +31.1% | -17.6% | +11.6% |
| 3M | +14.3% | +6.4% | +7.9% | +13.5% |
| 6M | +33.1% | -22.2% | +55.3% | +34.1% |
| YTD | +21.2% | -45.8% | +67.0% | +23.4% |
| 1Y | +26.4% | -51.1% | +77.6% | +29.2% |
| 3Y | +77.6% | -3.0% | +80.6% | +57.2% |
| 5Y | +102.6% | -82.2% | +184.8% | +100.3% |
| 10Y | +464.4% | +111.9% | +352.5% | +306.6% |
| All | +510.3% | -23.6% | +533.9% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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