+467.6%
ACFN vs VT
+214.8%
+252.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.7% | -7.4% |
| 7D | -15.4% | -4.2% | -11.2% | -13.1% |
| 30D | -21.5% | -5.8% | -15.7% | -18.6% |
| 3M | -24.1% | -5.2% | -18.9% | -21.7% |
| 6M | -24.5% | +0.1% | -24.6% | -24.7% |
| YTD | -3.8% | +8.2% | -12.0% | -8.1% |
| 1Y | -36.8% | +10.1% | -46.9% | -40.0% |
| 3Y | +187.7% | +69.7% | +118.1% | +113.4% |
| 5Y | +56.6% | +53.4% | +3.2% | +22.6% |
| All | +467.6% | +214.8% | +252.8% | +307.9% |
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