+151.8%
VEA vs RUN
-29.4%
+181.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.7% |
| 7D | +1.9% | +10.2% | -8.3% | +1.0% |
| 30D | +0.8% | -9.6% | +10.4% | +1.5% |
| 3M | +5.7% | -31.5% | +37.2% | +8.6% |
| 6M | +13.3% | -18.7% | +32.0% | +14.4% |
| YTD | +18.4% | -49.9% | +68.3% | +23.0% |
| 1Y | +27.0% | -45.5% | +72.5% | +30.2% |
| 3Y | +79.3% | -34.1% | +113.4% | +64.4% |
| 5Y | +62.1% | -79.4% | +141.6% | +57.5% |
| 10Y | +160.3% | +48.9% | +111.3% | +96.5% |
| All | +151.8% | -29.4% | +181.2% | +93.1% |
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