+214.6%
VMC vs RUN
-33.9%
+248.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | -1.3% | -13.5% | +12.3% | -0.1% |
| 30D | +15.5% | +18.3% | -2.8% | +13.4% |
| 3M | +0.6% | -12.5% | +13.1% | +1.3% |
| 6M | +2.1% | -40.3% | +42.4% | +5.8% |
| YTD | -1.6% | -53.1% | +51.5% | +2.6% |
| 1Y | -1.2% | -54.3% | +53.1% | +3.1% |
| 3Y | +35.3% | -6.5% | +41.8% | +17.3% |
| 5Y | +43.6% | -85.3% | +128.9% | +43.9% |
| 10Y | +126.7% | +68.9% | +57.9% | +66.4% |
| All | +214.6% | -33.9% | +248.6% | +136.9% |
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