+588.9%
VST vs ACM
-2.7%
+591.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +5.4% | -15.2% | -12.3% |
| 30D | -25.1% | +15.1% | -40.3% | -30.4% |
| 3M | -11.6% | -10.5% | -1.1% | -7.8% |
| 6M | -20.9% | -19.7% | -1.2% | -13.0% |
| YTD | -22.3% | -28.8% | +6.5% | -9.4% |
| 1Y | -32.0% | -47.9% | +15.9% | -3.6% |
| 3Y | +262.4% | -12.4% | +274.7% | +269.9% |
| All | +588.9% | -2.7% | +591.6% | +532.6% |
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