-49.4%
VG vs ACM
-33.1%
-16.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -7.7% | +6.6% | -14.3% | -8.2% |
| 30D | -8.8% | +19.8% | -28.6% | -10.6% |
| 3M | -15.6% | -3.1% | -12.5% | -14.6% |
| 6M | +5.2% | -11.5% | +16.7% | +8.8% |
| YTD | +76.9% | -24.7% | +101.6% | +95.6% |
| 1Y | +42.5% | -45.1% | +87.5% | +99.6% |
| All | -49.4% | -33.1% | -16.3% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling