-52.6%
ACCS vs VT
+231.8%
-284.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | -23.8% | -1.4% | -22.4% | -23.5% |
| 3M | -46.2% | -1.4% | -44.8% | -45.9% |
| 6M | -57.4% | +5.5% | -62.9% | -58.2% |
| YTD | -61.5% | +12.8% | -74.3% | -63.1% |
| 1Y | -60.3% | +15.4% | -75.7% | -62.2% |
| 3Y | -80.4% | +76.9% | -157.3% | -83.9% |
| 5Y | -86.4% | +60.4% | -146.8% | -88.6% |
| 10Y | -52.6% | +232.8% | -285.4% | -71.8% |
| All | -52.6% | +231.8% | -284.4% | -71.8% |
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