-99.9%
ACHV vs VT
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.4% |
| 30D | +27.5% | +1.0% | +26.5% | +26.5% |
| 3M | +60.5% | +2.4% | +58.1% | +57.2% |
| 6M | +85.4% | +12.0% | +73.4% | +70.0% |
| YTD | +70.8% | +15.3% | +55.5% | +53.4% |
| 1Y | +204.3% | +22.6% | +181.7% | +161.5% |
| 3Y | +63.9% | +74.7% | -10.8% | +6.9% |
| 5Y | +1.1% | +66.1% | -65.1% | -31.0% |
| 10Y | -99.3% | +225.0% | -324.3% | -99.7% |
| All | -99.9% | +374.2% | -474.1% | -100.0% |
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 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