+361.8%
VRT vs ACM
-12.3%
+374.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | -21.4% | +5.4% | -26.7% | -23.7% |
| 30D | -25.8% | +15.1% | -40.9% | -31.5% |
| 3M | -33.5% | -10.5% | -23.1% | -30.0% |
| 6M | -49.0% | -19.7% | -29.3% | -42.5% |
| YTD | +12.9% | -28.8% | +41.8% | +35.5% |
| 1Y | 0.0% | -47.9% | +47.9% | +59.3% |
| 3Y | +361.8% | -12.4% | +374.2% | +370.3% |
| All | +361.8% | -12.3% | +374.1% | +370.3% |
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