+73.6%
VEA vs RUN
-38.5%
+112.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.9% |
| 30D | -1.1% | -14.0% | +12.9% | -0.2% |
| 3M | +5.1% | -27.5% | +32.5% | +6.8% |
| 6M | +9.8% | -29.0% | +38.8% | +11.5% |
| YTD | +15.9% | -53.1% | +69.0% | +19.3% |
| 1Y | +24.6% | -46.7% | +71.3% | +27.0% |
| All | +73.6% | -38.5% | +112.1% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling