+13.8%
VRT vs ACN
+10.1%
+3.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.8% | -16.7% | -11.1% |
| 7D | -15.4% | +8.6% | -24.0% | -11.8% |
| 30D | -19.0% | +36.6% | -55.5% | -6.1% |
| 3M | -23.8% | +56.3% | -80.1% | -4.7% |
| 6M | -37.9% | +49.7% | -87.5% | -18.5% |
| YTD | +27.0% | +1.3% | +25.6% | +48.2% |
| 1Y | +13.8% | +11.9% | +1.9% | +33.2% |
| All | +13.8% | +10.1% | +3.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling