+984.5%
VRT vs ACN
-40.5%
+1,025.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +5.3% |
| 7D | +9.1% | -1.5% | +10.6% | +9.6% |
| 30D | +0.9% | +9.4% | -8.4% | -2.1% |
| 3M | -13.4% | +5.6% | -19.0% | -15.7% |
| 6M | +11.7% | -9.3% | +20.9% | +15.1% |
| YTD | +73.2% | -29.0% | +102.2% | +103.4% |
| 1Y | +123.4% | -24.7% | +148.1% | +146.6% |
| 3Y | +606.2% | -39.8% | +646.0% | +778.8% |
| All | +984.5% | -40.5% | +1,025.0% | +1,180.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling