-44.0%
ACHR vs VCLT
-17.3%
-26.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.6% |
| 7D | -5.4% | -1.3% | -4.1% | -3.7% |
| 30D | -19.7% | -1.1% | -18.6% | -18.4% |
| 3M | +7.9% | -3.7% | +11.6% | +13.7% |
| 6M | -13.8% | -4.0% | -9.7% | -8.3% |
| YTD | -27.5% | -3.4% | -24.1% | -23.5% |
| 1Y | -33.9% | -4.1% | -29.8% | -29.6% |
| 3Y | -20.0% | +11.0% | -31.0% | -27.6% |
| 5Y | -44.0% | -17.0% | -27.0% | -55.1% |
| All | -44.0% | -17.3% | -26.7% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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