+135.2%
VGT vs ACM
+2.7%
+132.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.2% |
| 7D | +1.5% | -3.7% | +5.1% | +3.1% |
| 30D | +0.5% | -12.7% | +13.2% | +5.9% |
| 3M | +5.3% | -9.8% | +15.1% | +8.7% |
| 6M | +32.4% | -31.4% | +63.8% | +55.6% |
| YTD | +28.6% | -32.1% | +60.7% | +50.2% |
| 1Y | +37.6% | -47.8% | +85.4% | +84.2% |
| 3Y | +125.5% | -22.1% | +147.6% | +133.5% |
| 5Y | +135.2% | +1.8% | +133.4% | +108.2% |
| All | +135.2% | +2.7% | +132.5% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling