+3.5%
VCIT vs RUN
-82.6%
+86.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | +33.4% | -33.3% | -0.6% |
| 30D | +1.9% | +31.1% | -29.2% | +1.2% |
| 3M | -1.4% | +6.4% | -7.8% | -1.7% |
| 6M | -2.1% | -22.2% | +20.1% | -1.8% |
| YTD | -1.6% | -45.8% | +44.1% | -1.0% |
| 1Y | -0.9% | -51.1% | +50.2% | -0.1% |
| 3Y | +20.0% | -3.0% | +23.0% | +15.3% |
| All | +3.5% | -82.6% | +86.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling