+98.0%
VCIT vs ACM
+157.6%
-59.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | -0.8% | -11.1% | +10.3% | -0.6% |
| 3M | -1.0% | -8.0% | +7.0% | -0.9% |
| 6M | -1.8% | -29.7% | +27.8% | -1.5% |
| YTD | -0.7% | -29.4% | +28.7% | -0.4% |
| 1Y | +1.0% | -46.4% | +47.4% | +1.6% |
| 3Y | +18.8% | -22.3% | +41.2% | +19.0% |
| 5Y | +3.5% | +4.5% | -1.0% | +3.4% |
| 10Y | +29.2% | +127.6% | -98.4% | +29.3% |
| All | +98.0% | +157.6% | -59.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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