+88.1%
VNQ vs RUN
-32.6%
+120.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.6% |
| 7D | -0.9% | -1.8% | +0.9% | -0.7% |
| 30D | -2.2% | -10.8% | +8.6% | -1.4% |
| 3M | -1.9% | -30.2% | +28.2% | +0.6% |
| 6M | +3.2% | -22.3% | +25.6% | +4.3% |
| YTD | +9.4% | -52.2% | +61.6% | +14.0% |
| 1Y | +7.5% | -45.1% | +52.6% | +9.8% |
| 3Y | +31.1% | -37.1% | +68.2% | +18.9% |
| 5Y | +6.6% | -80.3% | +86.8% | +2.7% |
| 10Y | +63.9% | +45.2% | +18.7% | +27.0% |
| All | +88.1% | -32.6% | +120.7% | +46.6% |
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 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