-99.3%
ACHV vs VT
+224.4%
-323.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -0.4% |
| 7D | -7.6% | -0.7% | -6.9% | -6.8% |
| 30D | -8.6% | -1.7% | -6.9% | -6.7% |
| 3M | -4.7% | -2.3% | -2.4% | -2.2% |
| 6M | +15.4% | +1.5% | +13.9% | +13.9% |
| YTD | +29.8% | +12.0% | +17.7% | +17.6% |
| 1Y | +35.2% | +12.9% | +22.4% | +22.0% |
| 3Y | +56.9% | +74.9% | -18.0% | -4.9% |
| 5Y | -22.5% | +59.9% | -82.4% | -49.0% |
| 10Y | -99.3% | +224.6% | -323.9% | -99.5% |
| All | -99.3% | +224.4% | -323.6% | -99.5% |
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