+55.4%
VXUS vs RUN
-80.3%
+135.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | +1.6% | +10.2% | -8.6% | +0.9% |
| 30D | +1.0% | -9.6% | +10.6% | +1.7% |
| 3M | +5.7% | -31.5% | +37.2% | +8.2% |
| 6M | +13.6% | -18.7% | +32.3% | +14.6% |
| YTD | +17.4% | -49.9% | +67.3% | +21.3% |
| 1Y | +25.1% | -45.5% | +70.6% | +27.8% |
| 3Y | +75.8% | -34.1% | +109.9% | +63.0% |
| 5Y | +55.4% | -79.4% | +134.8% | +52.9% |
| All | +55.4% | -80.3% | +135.7% | +52.9% |
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