+1,917.9%
VRT vs ACM
+123.9%
+1,793.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.4% | +6.5% |
| 7D | -10.6% | +6.9% | -17.5% | -14.1% |
| 30D | -17.4% | +19.1% | -36.5% | -25.8% |
| 3M | -26.4% | -6.9% | -19.5% | -24.4% |
| 6M | -41.0% | -12.0% | -29.0% | -38.2% |
| YTD | +23.8% | -25.1% | +49.0% | +41.9% |
| 1Y | +11.6% | -45.4% | +57.0% | +57.0% |
| 3Y | +403.5% | -6.9% | +410.4% | +408.0% |
| 5Y | +647.0% | +3.7% | +643.3% | +625.7% |
| All | +1,917.9% | +123.9% | +1,793.9% | +1,183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling