-83.4%
ACDC vs VT
+86.4%
-169.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.2% | +10.7% | +10.5% |
| 7D | -38.4% | -2.3% | -36.1% | -34.5% |
| 30D | -37.0% | -5.0% | -32.0% | -29.9% |
| 3M | -32.7% | -4.9% | -27.8% | -25.1% |
| 6M | -57.9% | -1.5% | -56.3% | -55.6% |
| YTD | -22.8% | +8.5% | -31.2% | -31.9% |
| 1Y | -41.2% | +11.4% | -52.6% | -50.8% |
| 3Y | -67.3% | +70.1% | -137.4% | -85.2% |
| All | -83.4% | +86.4% | -169.8% | -93.3% |
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