+123.4%
VRT vs ACM
-45.8%
+169.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.4% |
| 7D | +9.1% | -3.7% | +12.9% | +9.7% |
| 30D | +0.9% | -11.1% | +12.0% | +3.4% |
| 3M | -13.4% | -8.0% | -5.4% | -11.9% |
| 6M | +11.7% | -29.7% | +41.3% | +22.9% |
| YTD | +73.2% | -29.4% | +102.6% | +87.1% |
| 1Y | +123.4% | -46.4% | +169.9% | +164.1% |
| All | +123.4% | -45.8% | +169.2% | +164.1% |
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