-53.0%
ACCS vs VT
+226.2%
-279.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -9.2% | -1.6% | -7.6% | -8.7% |
| 30D | -24.6% | -2.5% | -22.1% | -24.0% |
| 3M | -46.5% | -1.3% | -45.2% | -46.3% |
| 6M | -57.1% | +3.1% | -60.2% | -57.5% |
| YTD | -61.8% | +10.9% | -72.8% | -63.2% |
| 1Y | -63.0% | +12.1% | -75.0% | -64.4% |
| 3Y | -80.6% | +73.9% | -154.5% | -84.0% |
| 5Y | -86.4% | +58.0% | -144.4% | -88.5% |
| All | -53.0% | +226.2% | -279.3% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling