+2,723.0%
VRT vs ACN
+34.3%
+2,688.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +5.6% |
| 7D | +9.1% | -1.5% | +10.6% | +9.7% |
| 30D | +0.9% | +9.4% | -8.4% | -2.9% |
| 3M | -13.4% | +5.6% | -19.0% | -17.5% |
| 6M | +11.7% | -9.3% | +20.9% | +12.2% |
| YTD | +73.2% | -29.0% | +102.2% | +96.2% |
| 1Y | +123.4% | -24.7% | +148.1% | +140.0% |
| 3Y | +606.2% | -39.8% | +646.0% | +751.8% |
| 5Y | +899.9% | -40.9% | +940.8% | +1,115.7% |
| All | +2,723.0% | +34.3% | +2,688.8% | +2,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling