+31.2%
VCIT vs RUN
+133.0%
-101.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | +0.7% | +18.1% | -17.3% | +0.4% |
| 30D | +1.8% | +27.5% | -25.7% | +1.2% |
| 3M | -1.1% | -4.5% | +3.4% | -1.1% |
| 6M | -1.7% | -33.3% | +31.7% | -1.1% |
| YTD | -1.1% | -47.1% | +45.9% | -0.5% |
| 1Y | -0.4% | -43.1% | +42.8% | +0.1% |
| 3Y | +20.5% | -3.0% | +23.4% | +16.7% |
| 5Y | +3.8% | -82.6% | +86.4% | +2.8% |
| 10Y | +31.2% | +103.3% | -72.1% | +25.0% |
| All | +31.2% | +133.0% | -101.8% | +25.0% |
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 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