-43.5%
ACN vs VTV
+78.5%
-122.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +2.0% |
| 7D | -7.9% | -2.1% | -5.8% | -5.7% |
| 30D | -1.1% | -1.3% | +0.3% | +0.4% |
| 3M | +5.6% | +5.6% | 0.0% | -0.7% |
| 6M | -9.9% | +12.4% | -22.3% | -21.3% |
| YTD | -32.3% | +17.6% | -50.0% | -43.9% |
| 1Y | -25.3% | +23.5% | -48.8% | -41.4% |
| 3Y | -42.3% | +67.0% | -109.3% | -68.9% |
| 5Y | -43.5% | +80.5% | -124.0% | -71.5% |
| All | -43.5% | +78.5% | -122.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling