-39.3%
VG vs RUN
-5.3%
-34.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.7% |
| 30D | +16.0% | -15.3% | +31.3% | +15.8% |
| 3M | +9.7% | -40.0% | +49.7% | +9.7% |
| 6M | +29.6% | -27.0% | +56.5% | +28.4% |
| YTD | +112.0% | -51.7% | +163.7% | +113.4% |
| 1Y | +12.8% | -45.9% | +58.7% | +13.1% |
| All | -39.3% | -5.3% | -34.0% | -48.8% |
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