+1,808.9%
VGT vs ACM
+250.2%
+1,558.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.6% | +5.1% | +0.6% | +3.7% |
| 30D | -10.6% | +18.7% | -29.3% | -16.0% |
| 3M | -6.9% | +15.5% | -22.4% | -12.1% |
| 6M | +0.9% | +1.2% | -0.3% | -0.9% |
| YTD | +20.4% | -25.2% | +45.7% | +30.8% |
| 1Y | +17.4% | -46.3% | +63.7% | +43.5% |
| 3Y | +106.3% | -9.6% | +115.8% | +106.8% |
| 5Y | +107.9% | +4.4% | +103.5% | +97.5% |
| 10Y | +730.9% | +129.3% | +601.6% | +462.3% |
| All | +1,808.9% | +250.2% | +1,558.7% | +858.2% |
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 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