+222.7%
VT vs RUN
+66.4%
+156.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | 0.0% |
| 7D | +2.9% | -13.7% | +16.6% | +4.2% |
| 30D | -2.5% | +9.4% | -11.9% | -3.7% |
| 3M | -3.3% | -13.4% | +10.1% | -2.6% |
| 6M | +1.5% | -39.6% | +41.1% | +5.3% |
| YTD | +11.4% | -53.7% | +65.1% | +16.6% |
| 1Y | +11.9% | -56.2% | +68.1% | +17.5% |
| 3Y | +73.9% | -9.7% | +83.6% | +49.8% |
| 5Y | +57.9% | -85.5% | +143.4% | +59.4% |
| All | +222.7% | +66.4% | +156.3% | +115.8% |
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