+166.8%
ACN vs VST
+929.5%
-762.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.8% | +17.6% | +5.4% |
| 7D | +8.6% | -15.7% | +24.3% | +10.5% |
| 30D | +36.6% | -17.0% | +53.6% | +38.5% |
| 3M | +56.3% | -15.9% | +72.2% | +58.0% |
| 6M | +49.7% | -25.0% | +74.7% | +52.3% |
| YTD | +1.3% | -25.1% | +26.4% | +2.2% |
| 1Y | +11.9% | -34.9% | +46.8% | +15.2% |
| 3Y | -10.6% | +252.7% | -263.3% | -45.2% |
| 5Y | -21.3% | +582.3% | -603.7% | -60.8% |
| 10Y | +166.2% | +1,076.6% | -910.3% | +23.0% |
| All | +166.8% | +929.5% | -762.7% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling