-51.3%
ACHR vs VT
+90.2%
-141.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +0.6% |
| 7D | +18.0% | -0.7% | +18.7% | +20.1% |
| 30D | +3.6% | -1.7% | +5.4% | +8.3% |
| 3M | -28.4% | -2.3% | -26.1% | -24.0% |
| 6M | -25.7% | +1.5% | -27.2% | -26.3% |
| YTD | -35.4% | +12.0% | -47.4% | -47.6% |
| 1Y | -45.6% | +12.9% | -58.5% | -56.3% |
| 3Y | -2.2% | +74.9% | -77.2% | -64.4% |
| 5Y | -20.3% | +59.9% | -80.2% | -65.4% |
| All | -51.3% | +90.2% | -141.5% | -82.7% |
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