+57.8%
VT vs RUN
-83.2%
+141.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.8% |
| 7D | +0.4% | +18.1% | -17.7% | -1.0% |
| 30D | -2.6% | +27.5% | -30.1% | -4.6% |
| 3M | -3.2% | -4.5% | +1.3% | -3.3% |
| 6M | +0.9% | -33.3% | +34.3% | +3.2% |
| YTD | +11.3% | -47.1% | +58.4% | +14.3% |
| 1Y | +14.0% | -43.1% | +57.1% | +16.2% |
| 3Y | +75.8% | -3.0% | +78.8% | +54.7% |
| 5Y | +57.8% | -82.6% | +140.4% | +61.2% |
| All | +57.8% | -83.2% | +141.0% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling