+15.5%
VRT vs RUN
-50.6%
+66.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +5.6% |
| 7D | +0.5% | +3.2% | -2.7% | -0.7% |
| 30D | -13.7% | +19.5% | -33.2% | -17.7% |
| 3M | -26.7% | -9.6% | -17.1% | -25.7% |
| 6M | -43.8% | -37.3% | -6.5% | -39.3% |
| YTD | +27.6% | -50.7% | +78.3% | +33.5% |
| 1Y | +15.5% | -54.1% | +69.5% | +22.9% |
| All | +15.5% | -50.6% | +66.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling