+742.6%
VGT vs ACM
+131.3%
+611.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.6% | +5.1% | +0.6% | +3.5% |
| 30D | -10.6% | +18.7% | -29.3% | -16.6% |
| 3M | -6.9% | +15.5% | -22.4% | -12.7% |
| 6M | +0.9% | +1.2% | -0.3% | -1.1% |
| YTD | +20.4% | -25.2% | +45.7% | +32.5% |
| 1Y | +17.4% | -46.3% | +63.7% | +48.6% |
| 3Y | +106.3% | -9.6% | +115.8% | +105.6% |
| 5Y | +107.9% | +4.4% | +103.5% | +94.1% |
| All | +742.6% | +131.3% | +611.3% | +455.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling