+769.3%
VST vs ACM
+5.0%
+764.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -3.7% | +12.7% | +10.9% |
| 30D | +6.2% | -11.1% | +17.3% | +11.7% |
| 3M | -2.7% | -8.0% | +5.3% | -0.2% |
| 6M | -8.4% | -29.7% | +21.3% | +9.1% |
| YTD | -7.2% | -29.4% | +22.2% | +8.8% |
| 1Y | -20.9% | -46.4% | +25.5% | +9.2% |
| 3Y | +384.0% | -22.3% | +406.3% | +431.3% |
| All | +769.3% | +5.0% | +764.4% | +703.9% |
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 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