-99.0%
ACH vs VT
+214.8%
-313.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.2% | +11.1% |
| 7D | +30.4% | -4.2% | +34.6% | +35.2% |
| 30D | -36.2% | -5.8% | -30.4% | -32.7% |
| 3M | -89.9% | -5.2% | -84.6% | -89.4% |
| 6M | -92.0% | +0.1% | -92.2% | -92.1% |
| YTD | -89.3% | +8.2% | -97.5% | -90.2% |
| 1Y | -91.0% | +10.1% | -101.2% | -91.9% |
| 3Y | -98.5% | +69.7% | -168.1% | -99.1% |
| 5Y | -99.3% | +53.4% | -152.7% | -99.6% |
| All | -99.0% | +214.8% | -313.8% | -99.6% |
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