+130.5%
ACN vs VTEB
+26.0%
+104.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -6.3% | -0.7% | -5.6% | -6.0% |
| 30D | -1.4% | -2.1% | +0.7% | -0.4% |
| 3M | +2.6% | -2.7% | +5.2% | +3.9% |
| 6M | -14.3% | -2.1% | -12.2% | -13.4% |
| YTD | -33.1% | -1.1% | -32.0% | -32.8% |
| 1Y | -28.8% | +1.3% | -30.1% | -29.3% |
| 3Y | -43.0% | +9.0% | -52.0% | -45.6% |
| 5Y | -44.0% | +1.5% | -45.5% | -45.3% |
| 10Y | +88.5% | +18.5% | +70.0% | +106.2% |
| All | +130.5% | +26.0% | +104.5% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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