+65.0%
ACFN vs VT
+60.6%
+4.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -14.0% | -1.4% | -12.6% | -13.5% |
| 3M | -11.5% | -1.4% | -10.1% | -11.2% |
| 6M | -17.4% | +5.5% | -22.8% | -19.3% |
| YTD | +6.6% | +12.8% | -6.2% | +1.6% |
| 1Y | -29.8% | +15.4% | -45.3% | -33.5% |
| 3Y | +218.8% | +76.9% | +141.9% | +175.0% |
| 5Y | +65.0% | +60.4% | +4.6% | +33.9% |
| All | +65.0% | +60.6% | +4.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling