+156.3%
ACN vs VST
+1,219.3%
-1,063.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.3% | -9.7% | -3.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.8% |
| 30D | +22.6% | -17.1% | +39.7% | +24.7% |
| 3M | +45.9% | -4.6% | +50.5% | +45.1% |
| 6M | +43.8% | -9.1% | +52.9% | +42.4% |
| YTD | -2.5% | -16.6% | +14.2% | -3.0% |
| 1Y | +6.5% | -29.5% | +36.0% | +8.6% |
| 3Y | -14.2% | +297.5% | -311.7% | -48.8% |
| 5Y | -24.4% | +654.5% | -679.0% | -63.3% |
| 10Y | +156.3% | +1,205.2% | -1,048.9% | +10.3% |
| All | +156.3% | +1,219.3% | -1,063.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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