+2,723.0%
VRT vs ACM
+111.2%
+2,611.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.6% |
| 7D | +9.1% | -3.7% | +12.9% | +11.6% |
| 30D | +0.9% | -11.1% | +12.0% | +6.7% |
| 3M | -13.4% | -8.0% | -5.4% | -11.0% |
| 6M | +11.7% | -29.7% | +41.3% | +35.4% |
| YTD | +73.2% | -29.4% | +102.6% | +106.1% |
| 1Y | +123.4% | -46.4% | +169.9% | +218.1% |
| 3Y | +606.2% | -22.3% | +628.5% | +699.0% |
| 5Y | +899.9% | +4.5% | +895.4% | +873.6% |
| All | +2,723.0% | +111.2% | +2,611.8% | +1,763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling