+132.8%
ACVF vs VT
+121.1%
+11.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | +3.0% | +2.9% | +0.1% | +0.2% |
| 30D | -1.6% | -2.5% | +1.0% | +0.9% |
| 3M | -3.4% | -3.3% | 0.0% | -0.2% |
| 6M | +4.2% | +1.5% | +2.7% | +2.6% |
| YTD | +11.1% | +11.4% | -0.3% | -0.1% |
| 1Y | +11.2% | +11.9% | -0.7% | -0.5% |
| 3Y | +64.7% | +73.9% | -9.2% | -3.8% |
| 5Y | +61.2% | +57.9% | +3.3% | +2.8% |
| All | +132.8% | +121.1% | +11.7% | +10.4% |
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