-49.0%
VRT vs ACI
-18.6%
-30.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +1.8% |
| 7D | -21.4% | -2.2% | -19.1% | -21.9% |
| 30D | -25.8% | +10.3% | -36.1% | -22.6% |
| 3M | -33.5% | +7.2% | -40.7% | -31.2% |
| 6M | -49.0% | -18.0% | -31.0% | -51.5% |
| All | -49.0% | -18.6% | -30.4% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling