+119.9%
VWO vs RUN
-32.6%
+152.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | +0.9% | -10.8% | +11.7% | +1.8% |
| 3M | +4.3% | -30.2% | +34.4% | +7.2% |
| 6M | +10.5% | -22.3% | +32.9% | +12.1% |
| YTD | +13.4% | -52.2% | +65.5% | +18.6% |
| 1Y | +18.6% | -45.1% | +63.7% | +21.7% |
| 3Y | +65.8% | -37.1% | +102.9% | +51.4% |
| 5Y | +35.2% | -80.3% | +115.5% | +31.5% |
| 10Y | +116.6% | +45.2% | +71.4% | +58.0% |
| All | +119.9% | -32.6% | +152.6% | +64.4% |
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 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