+1,398.6%
VRT vs ACI
+29.9%
+1,368.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.5% |
| 7D | -21.4% | -2.2% | -19.1% | -21.3% |
| 30D | -25.8% | +10.3% | -36.1% | -26.1% |
| 3M | -33.5% | +7.2% | -40.7% | -33.8% |
| 6M | -49.0% | -18.0% | -31.0% | -48.6% |
| YTD | +12.9% | -22.0% | +34.9% | +14.0% |
| 1Y | 0.0% | -23.4% | +23.4% | +1.1% |
| 3Y | +361.8% | -35.8% | +397.6% | +373.6% |
| 5Y | +565.1% | -43.7% | +608.8% | +580.0% |
| All | +1,398.6% | +29.9% | +1,368.7% | +1,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling