+1,740.6%
VRT vs ACM
+112.9%
+1,627.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | -21.4% | +5.4% | -26.7% | -24.0% |
| 30D | -25.8% | +15.1% | -40.9% | -32.1% |
| 3M | -33.5% | -10.5% | -23.1% | -30.3% |
| 6M | -49.0% | -19.7% | -29.3% | -43.5% |
| YTD | +12.9% | -28.8% | +41.8% | +33.3% |
| 1Y | 0.0% | -47.9% | +47.9% | +44.4% |
| 3Y | +361.8% | -12.4% | +374.2% | +382.6% |
| 5Y | +565.1% | +0.6% | +564.6% | +558.9% |
| All | +1,740.6% | +112.9% | +1,627.8% | +1,105.3% |
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 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