+1,112.0%
VST vs ACM
+155.0%
+957.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +5.4% | -15.2% | -12.1% |
| 30D | -25.1% | +15.1% | -40.3% | -29.9% |
| 3M | -11.6% | -10.5% | -1.1% | -8.5% |
| 6M | -20.9% | -19.7% | -1.2% | -14.7% |
| YTD | -22.3% | -28.8% | +6.5% | -12.1% |
| 1Y | -32.0% | -47.9% | +15.9% | -11.1% |
| 3Y | +262.4% | -12.4% | +274.7% | +274.5% |
| 5Y | +563.4% | +0.6% | +562.8% | +539.2% |
| All | +1,112.0% | +155.0% | +957.0% | +782.3% |
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