+11.9%
VT vs RUN
-52.5%
+64.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.6% | +10.1% | +0.3% |
| 7D | -0.1% | +0.3% | -0.5% | -0.3% |
| 30D | -3.1% | +14.0% | -17.1% | -4.5% |
| 3M | -3.5% | -11.8% | +8.3% | -2.9% |
| 6M | +0.5% | -40.4% | +40.8% | +4.0% |
| YTD | +10.8% | -52.7% | +63.4% | +13.7% |
| 1Y | +11.9% | -52.5% | +64.4% | +14.5% |
| All | +11.9% | -52.5% | +64.4% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling