+2,010.2%
VRT vs ACM
+123.6%
+1,886.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +18.6% | +5.1% | +13.5% | +15.3% |
| 30D | -11.7% | +18.7% | -30.3% | -20.4% |
| 3M | -27.3% | +15.5% | -42.7% | -34.0% |
| 6M | -42.9% | +1.2% | -44.1% | -44.9% |
| YTD | +29.5% | -25.2% | +54.7% | +48.5% |
| 1Y | +21.0% | -46.3% | +67.3% | +72.3% |
| 3Y | +403.1% | -9.6% | +412.7% | +416.5% |
| 5Y | +688.8% | +4.4% | +684.4% | +663.8% |
| All | +2,010.2% | +123.6% | +1,886.6% | +1,242.7% |
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