+8.6%
VRT vs ACM
-45.0%
+53.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -17.7% | +6.6% | -24.3% | -18.3% |
| 30D | -20.0% | +19.8% | -39.8% | -21.6% |
| 3M | -28.1% | -3.1% | -24.9% | -27.9% |
| 6M | -42.8% | -11.5% | -31.3% | -41.4% |
| YTD | +20.0% | -24.7% | +44.6% | +25.2% |
| All | +8.6% | -45.0% | +53.5% | +12.0% |
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