+203.5%
VSH vs RUN
-33.9%
+237.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | +14.3% | -13.5% | +27.9% | +16.9% |
| 30D | -7.9% | +18.3% | -26.2% | -11.2% |
| 3M | -19.9% | -12.5% | -7.4% | -18.9% |
| 6M | -30.5% | -40.3% | +9.8% | -25.4% |
| YTD | +85.7% | -53.1% | +138.8% | +101.8% |
| 1Y | +98.9% | -54.3% | +153.2% | +116.5% |
| 3Y | +32.1% | -6.5% | +38.6% | +8.4% |
| 5Y | +39.7% | -85.3% | +125.0% | +42.7% |
| 10Y | +117.6% | +68.9% | +48.7% | +40.1% |
| All | +203.5% | -33.9% | +237.4% | +102.4% |
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