+1,855.0%
VRT vs RUN
-39.0%
+1,894.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.6% | +7.5% | -1.4% |
| 7D | -17.7% | +0.3% | -18.0% | -18.2% |
| 30D | -20.0% | +14.0% | -34.0% | -22.5% |
| 3M | -28.1% | -11.8% | -16.3% | -27.3% |
| 6M | -42.8% | -40.4% | -2.5% | -38.7% |
| YTD | +20.0% | -52.7% | +72.6% | +29.9% |
| 1Y | +3.5% | -52.5% | +56.0% | +11.8% |
| 3Y | +366.1% | -7.7% | +373.8% | +263.1% |
| 5Y | +632.2% | -83.9% | +716.0% | +643.4% |
| All | +1,855.0% | -39.0% | +1,894.0% | +1,187.1% |
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