+129.9%
ACLS vs VT
+66.2%
+63.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -0.4% | +0.4% | -0.9% | -1.4% |
| 30D | -15.8% | +1.0% | -16.8% | -17.4% |
| 3M | -28.9% | +2.4% | -31.3% | -30.8% |
| 6M | +32.9% | +12.0% | +20.9% | +8.2% |
| YTD | +43.2% | +15.3% | +27.9% | +9.6% |
| 1Y | +46.1% | +22.6% | +23.5% | -1.0% |
| 3Y | -40.3% | +74.7% | -115.0% | -79.9% |
| All | +129.9% | +66.2% | +63.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling