+69.5%
VG vs RUN
-50.6%
+120.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +6.1% |
| 7D | +5.5% | +3.2% | +2.3% | +6.2% |
| 30D | -3.6% | +19.5% | -23.1% | -0.5% |
| 3M | -4.0% | -9.6% | +5.6% | -3.5% |
| 6M | +9.4% | -37.3% | +46.7% | +8.3% |
| YTD | +86.6% | -50.7% | +137.3% | +84.7% |
| 1Y | +69.5% | -54.1% | +123.6% | +70.5% |
| All | +69.5% | -50.6% | +120.1% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling