+87.9%
VUG vs RUN
-35.6%
+123.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | +0.9% | +10.2% | -9.3% | +0.3% |
| 30D | -1.4% | -9.6% | +8.2% | -1.0% |
| 3M | +2.3% | -31.5% | +33.8% | +4.1% |
| 6M | +15.7% | -18.7% | +34.4% | +16.5% |
| YTD | +8.6% | -49.9% | +58.5% | +11.1% |
| 1Y | +14.1% | -45.5% | +59.6% | +16.0% |
| 3Y | +87.9% | -34.1% | +122.0% | +78.4% |
| All | +87.9% | -35.6% | +123.5% | +78.4% |
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