+500.1%
VST vs ACM
+1.8%
+498.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.0% | -5.1% |
| 7D | -19.9% | +5.1% | -25.0% | -22.0% |
| 30D | -29.7% | +11.5% | -41.1% | -33.6% |
| 3M | -19.6% | -10.5% | -9.1% | -16.1% |
| 6M | -29.4% | -20.4% | -9.0% | -21.9% |
| YTD | -29.7% | -28.9% | -0.9% | -18.1% |
| 1Y | -40.0% | -48.7% | +8.7% | -14.2% |
| 3Y | +231.0% | -12.5% | +243.5% | +238.4% |
| 5Y | +500.1% | +0.5% | +499.5% | +449.8% |
| All | +500.1% | +1.8% | +498.2% | +449.8% |
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