-51.4%
VG vs RUN
+6.3%
-57.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -22.0% | +33.4% | -55.5% | -21.3% |
| 30D | -11.6% | +31.1% | -42.8% | -10.8% |
| 3M | -14.9% | +6.4% | -21.3% | -14.3% |
| 6M | -3.5% | -22.2% | +18.7% | -3.3% |
| YTD | +70.0% | -45.8% | +115.7% | +72.3% |
| 1Y | +50.0% | -51.1% | +101.1% | +52.4% |
| All | -51.4% | +6.3% | -57.6% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling