+31.5%
VCIT vs RUN
+74.1%
-42.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | -0.5% | +3.2% | -3.7% | -0.6% |
| 30D | +1.5% | +19.5% | -18.0% | +1.0% |
| 3M | -1.0% | -9.6% | +8.6% | -0.9% |
| 6M | -1.7% | -37.3% | +35.7% | -1.0% |
| YTD | -1.4% | -50.7% | +49.4% | -0.5% |
| 1Y | -0.9% | -54.1% | +53.1% | 0.0% |
| 3Y | +19.8% | -3.9% | +23.7% | +16.1% |
| 5Y | +4.6% | -84.4% | +89.0% | +3.9% |
| 10Y | +31.5% | +77.5% | -46.0% | +25.2% |
| All | +31.5% | +74.1% | -42.6% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling