+1,112.0%
VST vs RUN
+102.4%
+1,009.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.1% | +9.4% | +10.4% |
| 7D | -9.8% | +33.4% | -43.2% | -12.9% |
| 30D | -25.1% | +31.1% | -56.3% | -27.6% |
| 3M | -11.6% | +6.4% | -18.0% | -12.6% |
| 6M | -20.9% | -22.2% | +1.3% | -19.5% |
| YTD | -22.3% | -45.8% | +23.5% | -19.1% |
| 1Y | -32.0% | -51.1% | +19.1% | -28.8% |
| 3Y | +262.4% | -3.0% | +265.4% | +214.2% |
| 5Y | +563.4% | -82.2% | +645.6% | +554.9% |
| All | +1,112.0% | +102.4% | +1,009.6% | +605.2% |
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