-55.5%
ACHR vs VT
+84.2%
-139.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.2% | +14.5% | +14.2% |
| 7D | +5.7% | -2.3% | +8.0% | +11.3% |
| 30D | -4.9% | -5.0% | 0.0% | +6.8% |
| 3M | -15.1% | -4.9% | -10.2% | -4.6% |
| 6M | -30.7% | -1.5% | -29.2% | -26.6% |
| YTD | -41.0% | +8.5% | -49.4% | -48.7% |
| 1Y | -50.0% | +11.4% | -61.4% | -58.7% |
| 3Y | -17.0% | +70.1% | -87.1% | -67.9% |
| 5Y | -29.4% | +53.7% | -83.1% | -66.9% |
| All | -55.5% | +84.2% | -139.7% | -83.0% |
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