+13.8%
VRT vs ACM
-46.6%
+60.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.9% | -15.8% | -13.1% |
| 7D | -15.4% | +9.5% | -24.9% | -16.3% |
| 30D | -19.0% | +14.7% | -33.7% | -20.2% |
| 3M | -23.8% | -9.5% | -14.3% | -22.8% |
| 6M | -37.9% | -18.0% | -19.8% | -35.3% |
| YTD | +27.0% | -27.3% | +54.2% | +33.2% |
| 1Y | +13.8% | -47.0% | +60.8% | +19.4% |
| All | +13.8% | -46.6% | +60.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling