+13.0%
ACNT vs VT
+345.0%
-332.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +0.9% |
| 7D | -1.6% | -4.2% | +2.6% | +0.5% |
| 30D | -2.0% | -5.8% | +3.8% | +0.8% |
| 3M | -12.8% | -5.2% | -7.6% | -10.6% |
| 6M | -9.1% | +0.1% | -9.2% | -9.4% |
| YTD | -16.1% | +8.2% | -24.3% | -19.7% |
| 1Y | +8.3% | +10.1% | -1.8% | +2.7% |
| 3Y | +59.8% | +69.7% | -9.8% | +20.4% |
| 5Y | +13.9% | +53.4% | -39.5% | -10.1% |
| 10Y | +38.5% | +219.2% | -180.7% | -19.9% |
| All | +13.0% | +345.0% | -332.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling