+251.6%
VTV vs RUN
-32.6%
+284.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -0.5% | -10.8% | +10.4% | +0.2% |
| 3M | +5.3% | -30.2% | +35.5% | +7.5% |
| 6M | +12.9% | -22.3% | +35.2% | +13.9% |
| YTD | +18.5% | -52.2% | +70.6% | +22.6% |
| 1Y | +25.3% | -45.1% | +70.4% | +27.6% |
| 3Y | +68.2% | -37.1% | +105.3% | +55.4% |
| 5Y | +80.6% | -80.3% | +160.9% | +75.7% |
| 10Y | +232.9% | +45.2% | +187.7% | +152.1% |
| All | +251.6% | -32.6% | +284.2% | +169.6% |
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