+428.8%
VUG vs RUN
-31.9%
+460.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | -0.3% | -15.3% | +14.9% | +1.2% |
| 3M | -0.7% | -40.0% | +39.3% | +4.2% |
| 6M | +14.6% | -27.0% | +41.6% | +17.3% |
| YTD | +9.0% | -51.7% | +60.7% | +14.8% |
| 1Y | +14.9% | -45.9% | +60.8% | +18.5% |
| 3Y | +86.0% | -43.8% | +129.8% | +68.1% |
| 5Y | +76.7% | -80.5% | +157.2% | +71.3% |
| 10Y | +411.3% | +45.3% | +366.0% | +277.3% |
| All | +428.8% | -31.9% | +460.7% | +297.8% |
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