+48.1%
VXUS vs RUN
-83.2%
+131.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.7% |
| 7D | -0.5% | +3.2% | -3.7% | -0.9% |
| 30D | -1.2% | +19.5% | -20.7% | -2.7% |
| 3M | -3.8% | -9.6% | +5.7% | -3.5% |
| 6M | -1.7% | -37.3% | +35.7% | +0.9% |
| YTD | +11.4% | -50.7% | +62.1% | +14.8% |
| 1Y | +13.3% | -54.1% | +67.4% | +17.2% |
| 3Y | +70.0% | -3.9% | +73.9% | +52.3% |
| 5Y | +48.1% | -84.4% | +132.5% | +53.6% |
| All | +48.1% | -83.2% | +131.3% | +53.6% |
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