-99.9%
ACHV vs VT
+345.0%
-444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | -5.2% |
| 7D | -11.3% | -4.2% | -7.1% | -7.9% |
| 30D | -9.2% | -5.8% | -3.4% | -4.4% |
| 3M | -4.2% | -5.2% | +1.0% | +0.5% |
| 6M | +39.9% | +0.1% | +39.8% | +40.3% |
| YTD | +28.4% | +8.2% | +20.1% | +21.8% |
| 1Y | +29.4% | +10.1% | +19.3% | +21.4% |
| 3Y | +49.1% | +69.7% | -20.6% | +0.2% |
| 5Y | -26.0% | +53.4% | -79.4% | -45.9% |
| 10Y | -99.3% | +219.2% | -318.5% | -99.7% |
| All | -99.9% | +345.0% | -444.9% | -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