+39.7%
VCIT vs RUN
-23.6%
+63.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | +33.4% | -33.3% | -0.4% |
| 30D | +1.9% | +31.1% | -29.2% | +1.4% |
| 3M | -1.4% | +6.4% | -7.8% | -1.6% |
| 6M | -2.1% | -22.2% | +20.1% | -1.9% |
| YTD | -1.6% | -45.8% | +44.1% | -1.1% |
| 1Y | -0.9% | -51.1% | +50.2% | -0.2% |
| 3Y | +20.0% | -3.0% | +23.0% | +16.9% |
| 5Y | +3.1% | -82.2% | +85.4% | +2.1% |
| 10Y | +28.7% | +111.9% | -83.2% | +24.4% |
| All | +39.7% | -23.6% | +63.3% | +35.0% |
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