-20.9%
VST vs ACI
-32.3%
+11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +8.9% | +0.2% | +8.7% | +8.9% |
| 30D | +6.2% | +5.9% | +0.3% | +7.6% |
| 3M | -2.7% | -19.8% | +17.1% | -5.1% |
| 6M | -8.4% | -24.7% | +16.4% | -11.5% |
| YTD | -7.2% | -24.4% | +17.2% | -10.5% |
| 1Y | -20.9% | -31.5% | +10.6% | -29.8% |
| All | -20.9% | -32.3% | +11.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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