+231.2%
VT vs RUN
-31.9%
+263.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +1.3% | -0.8% | +0.3% |
| 30D | +1.0% | -15.3% | +16.2% | +2.3% |
| 3M | +2.4% | -40.0% | +42.4% | +6.6% |
| 6M | +12.0% | -27.0% | +39.0% | +14.2% |
| YTD | +15.3% | -51.7% | +67.0% | +20.5% |
| 1Y | +22.6% | -45.9% | +68.5% | +25.8% |
| 3Y | +74.7% | -43.8% | +118.4% | +61.0% |
| 5Y | +66.1% | -80.5% | +146.6% | +61.6% |
| 10Y | +225.0% | +45.3% | +179.7% | +142.6% |
| All | +231.2% | -31.9% | +263.2% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling