+443.2%
ACAD vs VT
+345.0%
+98.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +4.6% |
| 7D | +2.3% | -4.2% | +6.5% | +8.4% |
| 30D | +7.6% | -5.8% | +13.4% | +16.6% |
| 3M | -26.2% | -5.2% | -21.0% | -21.0% |
| 6M | -5.0% | +0.1% | -5.1% | -6.6% |
| YTD | -20.5% | +8.2% | -28.7% | -30.0% |
| 1Y | -4.9% | +10.1% | -15.0% | -18.4% |
| 3Y | -11.8% | +69.7% | -81.4% | -59.3% |
| 5Y | +6.1% | +53.4% | -47.3% | -44.3% |
| 10Y | -2.1% | +219.2% | -221.3% | -84.3% |
| All | +443.2% | +345.0% | +98.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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