+137.9%
VGT vs RUN
-81.0%
+218.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.2% | -3.7% | +3.5% | +0.2% |
| 30D | -0.4% | -13.0% | +12.6% | +0.9% |
| 3M | +4.4% | -31.8% | +36.2% | +8.2% |
| 6M | +32.1% | -32.2% | +64.3% | +36.3% |
| YTD | +28.8% | -53.5% | +82.3% | +36.2% |
| 1Y | +35.3% | -46.5% | +81.9% | +40.3% |
| 3Y | +124.8% | -37.6% | +162.4% | +99.6% |
| All | +137.9% | -81.0% | +218.9% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling