-94.6%
ACH vs VT
+374.2%
-468.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -59.1% | +1.0% | -60.1% | -59.4% |
| 3M | -54.3% | +2.4% | -56.7% | -55.2% |
| 6M | -49.6% | +12.0% | -61.6% | -53.7% |
| YTD | -56.8% | +15.3% | -72.1% | -61.2% |
| 1Y | -77.6% | +22.6% | -100.2% | -80.8% |
| 3Y | -93.1% | +74.7% | -167.8% | -95.4% |
| 5Y | -96.9% | +66.1% | -163.0% | -97.8% |
| 10Y | -96.1% | +225.0% | -321.1% | -98.2% |
| All | -94.6% | +374.2% | -468.7% | -98.2% |
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