+33.8%
VWO vs RUN
-81.0%
+114.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.5% |
| 30D | -0.1% | -13.0% | +12.9% | +0.8% |
| 3M | +2.2% | -31.8% | +34.0% | +4.7% |
| 6M | +8.8% | -32.2% | +41.0% | +11.1% |
| YTD | +12.4% | -53.5% | +65.9% | +16.7% |
| 1Y | +15.6% | -46.5% | +62.1% | +18.3% |
| 3Y | +62.5% | -37.6% | +100.1% | +51.4% |
| All | +33.8% | -81.0% | +114.8% | +34.1% |
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