-98.7%
ACH vs VT
+363.9%
-462.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.3% |
| 7D | +21.7% | -0.3% | +22.0% | +21.8% |
| 30D | -37.8% | -1.4% | -36.3% | -37.2% |
| 3M | -90.5% | -1.4% | -89.1% | -90.4% |
| 6M | -92.5% | +5.5% | -97.9% | -92.8% |
| YTD | -90.0% | +12.8% | -102.8% | -90.9% |
| 1Y | -92.0% | +15.4% | -107.4% | -92.8% |
| 3Y | -98.6% | +76.9% | -175.4% | -99.1% |
| 5Y | -99.4% | +60.4% | -159.8% | -99.6% |
| 10Y | -99.0% | +232.8% | -331.8% | -99.6% |
| All | -98.7% | +363.9% | -462.6% | -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 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