-99.3%
ACXP vs VT
+61.9%
-161.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.8% | +11.9% |
| 7D | +1.9% | -2.3% | +4.2% | +4.1% |
| 30D | -18.5% | -5.0% | -13.5% | -14.8% |
| 3M | -27.4% | -4.9% | -22.5% | -24.1% |
| 6M | -49.3% | -1.5% | -47.7% | -48.4% |
| YTD | -57.4% | +8.5% | -65.9% | -59.5% |
| 1Y | -78.8% | +11.4% | -90.2% | -80.1% |
| 3Y | -98.4% | +70.1% | -168.5% | -98.8% |
| 5Y | -99.0% | +53.7% | -152.7% | -99.2% |
| All | -99.3% | +61.9% | -161.3% | -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