+213.7%
VT vs RUN
+102.4%
+111.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -2.3% | +33.4% | -35.7% | -5.1% |
| 30D | -5.0% | +31.1% | -36.1% | -7.6% |
| 3M | -4.9% | +6.4% | -11.3% | -5.9% |
| 6M | -1.5% | -22.2% | +20.7% | -0.2% |
| YTD | +8.5% | -45.8% | +54.2% | +12.0% |
| 1Y | +11.4% | -51.1% | +62.5% | +15.6% |
| 3Y | +70.1% | -3.0% | +73.1% | +46.1% |
| 5Y | +53.7% | -82.2% | +136.0% | +52.1% |
| All | +213.7% | +102.4% | +111.2% | +109.0% |
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