+744.5%
VST vs ACHR
-52.1%
+796.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.3% |
| 7D | +10.9% | +18.0% | -7.0% | +8.7% |
| 30D | -15.6% | +3.6% | -19.2% | -16.0% |
| 3M | -7.8% | -28.4% | +20.7% | -4.4% |
| 6M | -12.0% | -25.7% | +13.7% | -10.0% |
| YTD | -16.9% | -35.4% | +18.5% | -14.1% |
| 1Y | -25.1% | -45.6% | +20.6% | -21.2% |
| 3Y | +297.1% | -2.2% | +299.3% | +285.0% |
| 5Y | +641.9% | -20.3% | +662.2% | +581.1% |
| All | +744.5% | -52.1% | +796.6% | +689.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling