+897.3%
VST vs ACM
+138.6%
+758.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.0% | -5.2% |
| 7D | -19.9% | +5.1% | -25.0% | -21.8% |
| 30D | -29.7% | +11.5% | -41.1% | -33.3% |
| 3M | -19.6% | -10.5% | -9.1% | -16.8% |
| 6M | -29.4% | -20.4% | -9.0% | -23.6% |
| YTD | -29.7% | -28.9% | -0.9% | -20.5% |
| 1Y | -40.0% | -48.7% | +8.7% | -21.1% |
| 3Y | +231.0% | -12.5% | +243.5% | +242.3% |
| 5Y | +500.1% | +0.5% | +499.5% | +478.6% |
| 10Y | +1,004.2% | +161.2% | +843.0% | +695.5% |
| All | +897.3% | +138.6% | +758.8% | +615.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling