+1,024.4%
VRT vs RUN
-80.3%
+1,104.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.1% |
| 7D | +13.6% | +10.2% | +3.5% | +11.8% |
| 30D | +6.8% | -9.6% | +16.4% | +8.4% |
| 3M | -3.2% | -31.5% | +28.3% | +2.4% |
| 6M | +20.3% | -18.7% | +39.0% | +23.4% |
| YTD | +79.6% | -49.9% | +129.5% | +93.8% |
| 1Y | +139.0% | -45.5% | +184.5% | +153.2% |
| 3Y | +644.6% | -34.1% | +678.7% | +519.5% |
| 5Y | +1,024.4% | -79.4% | +1,103.8% | +1,025.8% |
| All | +1,024.4% | -80.3% | +1,104.6% | +1,025.8% |
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