+167.7%
ACN vs VST
+866.2%
-698.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +1.1% |
| 7D | +7.3% | -19.9% | +27.2% | +9.8% |
| 30D | +38.2% | -29.7% | +67.9% | +43.2% |
| 3M | +56.6% | -19.6% | +76.1% | +59.0% |
| 6M | +51.1% | -29.4% | +80.5% | +54.8% |
| YTD | +1.7% | -29.7% | +31.4% | +3.3% |
| 1Y | +10.1% | -40.0% | +50.1% | +14.4% |
| 3Y | -10.3% | +231.0% | -241.3% | -44.6% |
| 5Y | -21.4% | +500.1% | -521.5% | -59.8% |
| 10Y | +167.1% | +1,004.2% | -837.1% | +24.3% |
| All | +167.7% | +866.2% | -698.5% | +22.0% |
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