-80.3%
ACFN vs VT
+356.1%
-436.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -4.7% | -1.6% | -3.1% | -3.9% |
| 30D | -14.2% | -2.5% | -11.8% | -13.1% |
| 3M | -12.6% | -1.3% | -11.3% | -12.2% |
| 6M | -15.9% | +3.1% | -19.0% | -17.6% |
| YTD | +8.0% | +10.9% | -2.9% | +2.0% |
| 1Y | -32.5% | +12.1% | -44.6% | -36.4% |
| 3Y | +223.0% | +73.9% | +149.1% | +138.5% |
| 5Y | +56.8% | +58.0% | -1.1% | +19.9% |
| 10Y | +579.6% | +225.5% | +354.1% | +241.2% |
| All | -80.3% | +356.1% | -436.4% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling