+2,198.5%
VRT vs ACI
+25.9%
+2,172.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 6M | +11.7% | -24.7% | +36.4% | +13.2% |
| YTD | +73.2% | -24.4% | +97.6% | +75.2% |
| 1Y | +123.4% | -31.5% | +154.9% | +128.3% |
| 3Y | +606.2% | -38.7% | +644.8% | +627.2% |
| 5Y | +899.9% | -42.8% | +942.7% | +917.7% |
| All | +2,198.5% | +25.9% | +2,172.6% | +2,149.2% |
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