-68.5%
VFC vs RUN
+42.2%
-110.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | -9.0% | -13.0% | +4.0% | -6.9% |
| 3M | -24.2% | -31.8% | +7.6% | -19.4% |
| 6M | -18.5% | -32.2% | +13.7% | -14.1% |
| YTD | -25.9% | -53.5% | +27.6% | -18.5% |
| 1Y | -13.0% | -46.5% | +33.5% | -7.9% |
| 3Y | -20.3% | -37.6% | +17.3% | -31.2% |
| 5Y | -78.1% | -80.9% | +2.8% | -78.8% |
| All | -68.5% | +42.2% | -110.7% | -79.8% |
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