+76.0%
VUG vs RUN
-80.3%
+156.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.1% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | -1.7% | -10.8% | +9.2% | -0.7% |
| 3M | +2.8% | -30.2% | +33.0% | +5.8% |
| 6M | +13.6% | -22.3% | +35.9% | +15.3% |
| YTD | +8.1% | -52.2% | +60.2% | +13.3% |
| 1Y | +13.1% | -45.1% | +58.2% | +16.2% |
| 3Y | +87.0% | -37.1% | +124.1% | +66.2% |
| 5Y | +76.0% | -80.3% | +156.2% | +72.6% |
| All | +76.0% | -80.3% | +156.2% | +72.6% |
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 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