+192.7%
VSH vs RUN
+42.2%
+150.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.3% |
| 7D | +4.8% | -3.7% | +8.5% | +5.4% |
| 30D | -0.7% | -13.0% | +12.3% | +1.6% |
| 3M | -43.1% | -31.8% | -11.3% | -39.2% |
| 6M | +91.8% | -32.2% | +124.0% | +103.9% |
| YTD | +131.6% | -53.5% | +185.1% | +156.2% |
| 1Y | +118.1% | -46.5% | +164.6% | +133.3% |
| 3Y | +40.9% | -37.6% | +78.5% | +21.4% |
| 5Y | +75.8% | -80.9% | +156.6% | +71.1% |
| All | +192.7% | +42.2% | +150.5% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling