+156.5%
ACN vs VCIT
+28.8%
+127.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +33.5% | +1.9% | +31.6% | +31.6% |
| 3M | +53.5% | -1.4% | +54.9% | +55.4% |
| 6M | +52.2% | -2.1% | +54.4% | +54.9% |
| YTD | -0.1% | -1.6% | +1.5% | +1.2% |
| 1Y | +11.0% | -0.9% | +12.0% | +11.9% |
| 3Y | -11.8% | +20.0% | -31.8% | -24.3% |
| 5Y | -22.8% | +3.1% | -26.0% | -27.3% |
| All | +156.5% | +28.8% | +127.6% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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