+2,723.0%
VRT vs RUN
-37.7%
+2,760.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +9.1% | +1.3% | +7.9% | +8.8% |
| 30D | +0.9% | -15.3% | +16.2% | +3.4% |
| 3M | -13.4% | -40.0% | +26.6% | -6.2% |
| 6M | +11.7% | -27.0% | +38.6% | +16.5% |
| YTD | +73.2% | -51.7% | +124.9% | +88.6% |
| 1Y | +123.4% | -45.9% | +169.3% | +137.2% |
| 3Y | +606.2% | -43.8% | +649.9% | +511.5% |
| 5Y | +899.9% | -80.5% | +980.4% | +887.0% |
| All | +2,723.0% | -37.7% | +2,760.8% | +1,769.4% |
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 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