-81.5%
ACRS vs VT
+215.5%
-297.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.8% | +7.8% |
| 7D | -1.8% | -2.3% | +0.6% | +0.7% |
| 30D | +14.7% | -5.0% | +19.7% | +21.2% |
| 3M | -36.0% | -4.9% | -31.1% | -32.5% |
| 6M | -18.4% | -1.5% | -16.9% | -16.8% |
| YTD | +29.6% | +8.5% | +21.1% | +17.7% |
| 1Y | +71.8% | +11.4% | +60.4% | +51.6% |
| 3Y | -28.8% | +70.1% | -98.9% | -60.8% |
| 5Y | -76.3% | +53.7% | -130.0% | -85.2% |
| All | -81.5% | +215.5% | -297.0% | -94.1% |
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