+65.6%
VSH vs RUN
-81.3%
+146.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +3.1% | -3.4% | +6.4% | +3.6% |
| 30D | -5.7% | -14.0% | +8.2% | -3.7% |
| 3M | -42.5% | -27.5% | -15.0% | -39.8% |
| 6M | +82.7% | -29.0% | +111.7% | +91.1% |
| YTD | +118.2% | -53.1% | +171.3% | +136.8% |
| 1Y | +109.7% | -46.7% | +156.4% | +122.1% |
| 3Y | +35.3% | -38.3% | +73.6% | +21.2% |
| 5Y | +65.6% | -80.7% | +146.3% | +58.4% |
| All | +65.6% | -81.3% | +146.9% | +58.4% |
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 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