-99.9%
ACET vs VT
+134.3%
-234.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -4.7% |
| 7D | -8.9% | +2.4% | -11.2% | -11.7% |
| 30D | -43.1% | -1.5% | -41.6% | -42.0% |
| 3M | -66.3% | -4.1% | -62.2% | -64.3% |
| 6M | -65.6% | +0.6% | -66.1% | -65.5% |
| YTD | -67.0% | +11.0% | -78.0% | -70.6% |
| 1Y | -73.8% | +13.3% | -87.1% | -77.2% |
| 3Y | -85.3% | +73.4% | -158.7% | -92.3% |
| 5Y | -98.2% | +57.4% | -155.7% | -98.9% |
| All | -99.9% | +134.3% | -234.2% | -99.9% |
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