+407.5%
VUG vs RUN
+66.4%
+341.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.8% | +0.4% |
| 7D | +4.4% | -13.7% | +18.1% | +6.0% |
| 30D | -7.3% | +9.4% | -16.7% | -8.7% |
| 3M | -4.2% | -13.4% | +9.2% | -3.4% |
| 6M | -1.6% | -39.6% | +38.0% | +2.9% |
| YTD | +4.9% | -53.7% | +58.6% | +10.8% |
| 1Y | +3.8% | -56.2% | +60.0% | +10.1% |
| 3Y | +79.4% | -9.7% | +89.2% | +48.6% |
| 5Y | +63.9% | -85.5% | +149.4% | +65.6% |
| All | +407.5% | +66.4% | +341.1% | +228.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling