+70.1%
VT vs RUN
-8.7%
+78.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -2.3% | +33.4% | -35.7% | -3.8% |
| 30D | -5.0% | +31.1% | -36.1% | -6.4% |
| 3M | -4.9% | +6.4% | -11.3% | -5.4% |
| 6M | -1.5% | -22.2% | +20.7% | -0.8% |
| YTD | +8.5% | -45.8% | +54.2% | +10.2% |
| 1Y | +11.4% | -51.1% | +62.5% | +13.5% |
| 3Y | +70.1% | -3.0% | +73.1% | +57.8% |
| All | +70.1% | -8.7% | +78.8% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling