+261.4%
VSH vs RUN
-31.9%
+293.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.5% |
| 7D | +4.1% | +1.3% | +2.8% | +3.8% |
| 30D | -4.2% | -15.3% | +11.1% | -1.6% |
| 3M | -50.0% | -40.0% | -10.0% | -45.7% |
| 6M | +80.2% | -27.0% | +107.1% | +88.6% |
| YTD | +121.1% | -51.7% | +172.8% | +141.5% |
| 1Y | +112.0% | -45.9% | +157.9% | +125.2% |
| 3Y | +22.5% | -43.8% | +66.3% | +9.6% |
| 5Y | +64.0% | -80.5% | +144.5% | +59.8% |
| 10Y | +170.4% | +45.3% | +125.1% | +76.5% |
| All | +261.4% | -31.9% | +293.4% | +142.3% |
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