+905.2%
VRT vs ACI
-42.9%
+948.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +9.1% | +0.2% | +9.0% | +9.1% |
| 30D | +0.9% | +5.9% | -5.0% | +0.7% |
| 3M | -13.4% | -19.8% | +6.4% | -12.2% |
| 6M | +11.7% | -24.7% | +36.4% | +13.6% |
| YTD | +73.2% | -24.4% | +97.6% | +75.7% |
| 1Y | +123.4% | -31.5% | +154.9% | +130.0% |
| 3Y | +606.2% | -38.7% | +644.8% | +635.2% |
| All | +905.2% | -42.9% | +948.2% | +903.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling