-24.7%
ACLS vs VT
+73.6%
-98.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -14.3% | -1.6% | -12.7% | -10.7% |
| 30D | -34.1% | -2.5% | -31.6% | -29.5% |
| 3M | -25.7% | -1.3% | -24.4% | -22.4% |
| 6M | -30.4% | +3.1% | -33.5% | -31.7% |
| YTD | +21.2% | +10.9% | +10.3% | +2.1% |
| 1Y | +17.7% | +12.1% | +5.6% | -2.5% |
| All | -24.7% | +73.6% | -98.3% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling