+87.0%
ACN vs VST
+1,175.7%
-1,088.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.8% |
| 7D | -1.5% | +8.9% | -10.4% | -2.7% |
| 30D | +9.4% | +6.2% | +3.2% | +8.4% |
| 3M | +5.6% | -2.7% | +8.4% | +5.1% |
| 6M | -9.3% | -8.4% | -0.9% | -9.4% |
| YTD | -29.0% | -7.2% | -21.8% | -29.6% |
| 1Y | -24.7% | -20.9% | -3.8% | -24.0% |
| 3Y | -39.8% | +384.0% | -423.8% | -64.8% |
| 5Y | -40.9% | +757.1% | -798.0% | -71.3% |
| All | +87.0% | +1,175.7% | -1,088.7% | -16.8% |
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