+62.5%
VUG vs RUN
-85.3%
+147.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.5% | -13.5% | +16.0% | +3.8% |
| 30D | -6.3% | +18.3% | -24.6% | -8.1% |
| 3M | -6.0% | -12.5% | +6.4% | -5.4% |
| 6M | -3.5% | -40.3% | +36.8% | +0.2% |
| YTD | +3.9% | -53.1% | +57.0% | +8.6% |
| 1Y | +5.1% | -54.3% | +59.4% | +9.9% |
| 3Y | +77.9% | -6.5% | +84.4% | +48.2% |
| All | +62.5% | -85.3% | +147.8% | +73.1% |
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