-66.4%
ACVA vs VT
+81.5%
-147.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -1.0% |
| 7D | +0.6% | -1.9% | +2.5% | -1.4% |
| 30D | +0.8% | -0.1% | +0.9% | +0.6% |
| 3M | -47.3% | +58.9% | -106.2% | +37.6% |
| 6M | -47.3% | +58.9% | -106.2% | +37.6% |
| YTD | -47.3% | +58.9% | -106.2% | +37.6% |
| 1Y | -47.3% | +58.9% | -106.2% | +37.6% |
| 3Y | -47.3% | +58.9% | -106.2% | +37.6% |
| 5Y | -49.1% | +64.3% | -113.4% | +26.9% |
| All | -66.4% | +81.5% | -147.9% | -23.0% |
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