-49.4%
VG vs RUN
-7.2%
-42.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.6% | +12.3% | +1.4% |
| 7D | -7.7% | +0.3% | -8.0% | -7.6% |
| 30D | -8.8% | +14.0% | -22.8% | -8.3% |
| 3M | -15.6% | -11.8% | -3.9% | -15.5% |
| 6M | +5.2% | -40.4% | +45.6% | +5.4% |
| YTD | +76.9% | -52.7% | +129.6% | +78.6% |
| 1Y | +42.5% | -52.5% | +95.0% | +43.8% |
| All | -49.4% | -7.2% | -42.1% | -57.2% |
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