-58.6%
ACR vs VT
+214.8%
-273.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -3.5% |
| 7D | +2.9% | -4.2% | +7.1% | +8.1% |
| 30D | +27.3% | -5.8% | +33.1% | +36.2% |
| 3M | -11.1% | -5.2% | -5.8% | -5.7% |
| 6M | -42.1% | +0.1% | -42.2% | -43.0% |
| YTD | -38.6% | +8.2% | -46.8% | -45.0% |
| 1Y | -39.6% | +10.1% | -49.7% | -47.0% |
| 3Y | +70.3% | +69.7% | +0.6% | -14.6% |
| 5Y | -11.8% | +53.4% | -65.2% | -50.5% |
| All | -58.6% | +214.8% | -273.4% | -91.4% |
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 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