+139.0%
VRT vs ACM
-47.1%
+186.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +6.8% | -12.9% | +19.7% | +9.8% |
| 3M | -3.2% | -6.4% | +3.2% | -2.3% |
| 6M | +20.3% | -29.2% | +49.6% | +32.2% |
| YTD | +79.6% | -29.9% | +109.5% | +94.4% |
| 1Y | +139.0% | -47.3% | +186.3% | +185.9% |
| All | +139.0% | -47.1% | +186.1% | +185.9% |
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