-51.4%
VG vs ACM
-36.8%
-14.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.8% |
| 7D | -22.0% | +5.1% | -27.1% | -22.4% |
| 30D | -14.7% | +11.5% | -26.2% | -15.8% |
| 3M | -7.1% | -10.5% | +3.4% | -5.2% |
| 6M | -11.2% | -20.4% | +9.2% | -5.4% |
| YTD | +69.8% | -28.9% | +98.7% | +88.8% |
| 1Y | +49.9% | -48.7% | +98.6% | +113.3% |
| All | -51.4% | -36.8% | -14.6% | -52.0% |
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