+743.1%
ACLS vs VT
+226.2%
+516.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -14.3% | -1.6% | -12.7% | -11.3% |
| 30D | -34.1% | -2.5% | -31.6% | -30.3% |
| 3M | -25.7% | -1.3% | -24.4% | -22.9% |
| 6M | -30.4% | +3.1% | -33.5% | -31.5% |
| YTD | +21.2% | +10.9% | +10.3% | +4.2% |
| 1Y | +17.7% | +12.1% | +5.6% | -0.3% |
| 3Y | -25.7% | +73.9% | -99.6% | -70.7% |
| 5Y | +64.9% | +58.0% | +7.0% | -15.9% |
| All | +743.1% | +226.2% | +516.9% | +36.5% |
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