+32.3%
ACNT vs VT
+217.6%
-185.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.7% |
| 30D | +0.1% | -3.1% | +3.1% | +2.2% |
| 3M | -13.1% | -3.5% | -9.6% | -11.0% |
| 6M | -2.0% | +0.5% | -2.5% | -2.9% |
| YTD | -16.2% | +10.8% | -27.0% | -23.3% |
| 1Y | +6.9% | +11.9% | -5.0% | -2.9% |
| 3Y | +62.6% | +73.0% | -10.4% | +0.9% |
| 5Y | +0.9% | +58.6% | -57.7% | -33.0% |
| 10Y | +32.3% | +219.2% | -186.9% | -47.0% |
| All | +32.3% | +217.6% | -185.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling