+6.8%
VRT vs ACI
-23.2%
+30.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +10.1% |
| 7D | -10.6% | -5.9% | -4.7% | -12.9% |
| 30D | -17.4% | +7.2% | -24.6% | -14.6% |
| 3M | -26.4% | +8.8% | -35.2% | -23.1% |
| 6M | -41.0% | -17.2% | -23.8% | -42.9% |
| YTD | +23.8% | -21.3% | +45.1% | +18.5% |
| All | +6.8% | -23.2% | +30.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling