+441.6%
V vs RUN
-31.9%
+473.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | +2.0% | -15.3% | +17.2% | +2.8% |
| 3M | +17.4% | -40.0% | +57.4% | +20.5% |
| 6M | +17.5% | -27.0% | +44.4% | +18.7% |
| YTD | +7.6% | -51.7% | +59.3% | +10.5% |
| 1Y | +7.7% | -45.9% | +53.6% | +9.1% |
| 3Y | +54.7% | -43.8% | +98.4% | +43.3% |
| 5Y | +73.0% | -80.5% | +153.5% | +68.2% |
| 10Y | +390.9% | +45.3% | +345.6% | +259.2% |
| All | +441.6% | -31.9% | +473.5% | +303.0% |
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