-99.9%
ACHV vs VT
+346.0%
-446.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.1% |
| 7D | -1.6% | -2.3% | +0.7% | +0.5% |
| 30D | -7.2% | -5.0% | -2.2% | -2.9% |
| 3M | +2.6% | -4.9% | +7.5% | +7.3% |
| 6M | +40.0% | -1.5% | +41.5% | +42.3% |
| YTD | +35.2% | +8.5% | +26.7% | +28.1% |
| 1Y | +41.8% | +11.4% | +30.4% | +31.8% |
| 3Y | +60.8% | +70.1% | -9.3% | +7.9% |
| 5Y | -22.0% | +53.7% | -75.8% | -43.2% |
| 10Y | -99.2% | +220.0% | -319.2% | -99.7% |
| All | -99.9% | +346.0% | -446.0% | -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