+619.5%
VRT vs ACM
-21.7%
+641.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.6% |
| 7D | +9.1% | -3.7% | +12.9% | +11.5% |
| 30D | +0.9% | -11.1% | +12.0% | +7.0% |
| 3M | -13.4% | -8.0% | -5.4% | -10.7% |
| 6M | +11.7% | -29.7% | +41.3% | +39.5% |
| YTD | +73.2% | -29.4% | +102.6% | +109.7% |
| 1Y | +123.4% | -46.4% | +169.9% | +245.3% |
| All | +619.5% | -21.7% | +641.2% | +666.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling