+654.4%
VRT vs ACM
+1.1%
+653.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | +10.5% | +5.6% | +4.9% | +6.1% |
| 30D | -9.3% | +20.8% | -30.1% | -21.6% |
| 3M | -29.6% | +11.4% | -41.0% | -35.9% |
| 6M | -45.4% | +0.9% | -46.3% | -47.8% |
| YTD | +24.8% | -24.8% | +49.6% | +49.2% |
| 1Y | +23.6% | -46.4% | +70.1% | +107.8% |
| 3Y | +379.7% | -9.2% | +388.9% | +350.4% |
| All | +654.4% | +1.1% | +653.3% | +511.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling