+905.2%
VRT vs ACM
+5.0%
+900.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.6% |
| 7D | +9.1% | -3.7% | +12.9% | +12.2% |
| 30D | +0.9% | -11.1% | +12.0% | +8.3% |
| 3M | -13.4% | -8.0% | -5.4% | -10.5% |
| 6M | +11.7% | -29.7% | +41.3% | +44.0% |
| YTD | +73.2% | -29.4% | +102.6% | +116.2% |
| 1Y | +123.4% | -46.4% | +169.9% | +261.0% |
| 3Y | +606.2% | -22.3% | +628.5% | +683.4% |
| All | +905.2% | +5.0% | +900.3% | +760.3% |
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 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