+1,162.4%
VST vs ACM
+133.7%
+1,028.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -6.0% | +6.6% | -12.6% | -8.8% |
| 30D | -18.8% | +19.8% | -38.5% | -25.3% |
| 3M | -8.0% | -3.1% | -4.9% | -8.0% |
| 6M | -10.9% | -11.5% | +0.6% | -8.0% |
| YTD | -18.3% | -24.7% | +6.4% | -9.7% |
| 1Y | -29.9% | -45.1% | +15.1% | -10.0% |
| 3Y | +290.3% | -8.9% | +299.2% | +296.6% |
| 5Y | +635.3% | +5.4% | +629.9% | +592.5% |
| 10Y | +1,162.4% | +131.1% | +1,031.3% | +769.9% |
| All | +1,162.4% | +133.7% | +1,028.7% | +769.9% |
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