+8.6%
VRT vs RUN
-52.6%
+61.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.6% | +7.5% | -1.3% |
| 7D | -17.7% | +0.3% | -18.0% | -18.3% |
| 30D | -20.0% | +14.0% | -34.0% | -23.1% |
| 3M | -28.1% | -11.8% | -16.3% | -26.8% |
| 6M | -42.8% | -40.4% | -2.5% | -37.7% |
| YTD | +20.0% | -52.7% | +72.6% | +26.4% |
| All | +8.6% | -52.6% | +61.1% | +16.4% |
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