-60.5%
VFC vs RUN
-33.9%
-26.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +3.0% |
| 7D | +1.6% | -13.5% | +15.1% | +3.9% |
| 30D | +25.5% | +18.3% | +7.2% | +21.5% |
| 3M | +41.3% | -12.5% | +53.8% | +43.2% |
| 6M | +22.2% | -40.3% | +62.5% | +30.9% |
| YTD | +16.4% | -53.1% | +69.5% | +26.1% |
| 1Y | +38.4% | -54.3% | +92.7% | +50.0% |
| 3Y | +56.2% | -6.5% | +62.7% | +29.2% |
| 5Y | -68.2% | -85.3% | +17.1% | -68.1% |
| 10Y | -48.4% | +68.9% | -117.2% | -63.6% |
| All | -60.5% | -33.9% | -26.6% | -71.5% |
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