-24.2%
ACR vs VT
+374.2%
-398.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.3% | +0.4% | +1.8% | +1.7% |
| 30D | -3.1% | +1.0% | -4.1% | -4.3% |
| 3M | -23.8% | +2.4% | -26.2% | -27.1% |
| 6M | -24.8% | +12.0% | -36.8% | -35.9% |
| YTD | -33.1% | +15.3% | -48.4% | -45.2% |
| 1Y | -33.1% | +22.6% | -55.7% | -49.5% |
| 3Y | +69.8% | +74.7% | -4.9% | -21.4% |
| 5Y | -12.9% | +66.1% | -79.1% | -58.8% |
| 10Y | -57.2% | +225.0% | -282.2% | -91.3% |
| All | -24.2% | +374.2% | -398.4% | -89.8% |
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