-79.0%
VFC vs RUN
-80.3%
+1.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.3% |
| 7D | -2.3% | -1.8% | -0.6% | -2.1% |
| 30D | -13.4% | -10.8% | -2.5% | -11.7% |
| 3M | -23.7% | -30.2% | +6.5% | -19.0% |
| 6M | -24.5% | -22.3% | -2.1% | -22.3% |
| YTD | -27.8% | -52.2% | +24.3% | -20.7% |
| 1Y | -13.5% | -45.1% | +31.6% | -8.8% |
| 3Y | -27.1% | -37.1% | +10.0% | -39.0% |
| 5Y | -79.0% | -80.3% | +1.3% | -80.4% |
| All | -79.0% | -80.3% | +1.2% | -80.4% |
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 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