-99.4%
ACXP vs VT
+61.6%
-161.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -4.8% |
| 7D | -11.6% | -4.2% | -7.4% | -8.3% |
| 30D | -27.8% | -5.8% | -22.0% | -24.0% |
| 3M | -35.6% | -5.2% | -30.4% | -32.5% |
| 6M | -52.7% | +0.1% | -52.8% | -52.5% |
| YTD | -62.0% | +8.2% | -70.2% | -63.8% |
| 1Y | -81.6% | +10.1% | -91.8% | -82.7% |
| 3Y | -98.6% | +69.7% | -168.2% | -98.9% |
| 5Y | -99.1% | +53.4% | -152.5% | -99.2% |
| All | -99.4% | +61.6% | -161.0% | -99.5% |
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