-74.5%
VFC vs RUN
-31.9%
-42.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -11.6% | -15.3% | +3.6% | -9.4% |
| 3M | -18.1% | -40.0% | +21.9% | -11.6% |
| 6M | -27.4% | -27.0% | -0.4% | -24.7% |
| YTD | -24.8% | -51.7% | +26.9% | -18.4% |
| 1Y | -8.2% | -45.9% | +37.7% | -3.6% |
| 3Y | -29.1% | -43.8% | +14.7% | -36.6% |
| 5Y | -79.2% | -80.5% | +1.3% | -79.8% |
| 10Y | -68.1% | +45.3% | -113.4% | -77.3% |
| All | -74.5% | -31.9% | -42.6% | -81.5% |
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