+654.4%
VRT vs ACI
-42.9%
+697.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.9% | -3.6% |
| 7D | +10.5% | +2.3% | +8.2% | +10.6% |
| 30D | -9.3% | +1.2% | -10.6% | -9.3% |
| 3M | -29.6% | +6.8% | -36.4% | -29.6% |
| 6M | -45.4% | -18.7% | -26.6% | -44.5% |
| YTD | +24.8% | -20.2% | +45.0% | +26.3% |
| 1Y | +23.6% | -23.7% | +47.3% | +25.9% |
| 3Y | +379.7% | -31.6% | +411.3% | +390.3% |
| All | +654.4% | -42.9% | +697.3% | +668.5% |
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