+1,216.9%
VST vs ACM
+136.8%
+1,080.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -3.7% | +12.7% | +10.7% |
| 30D | +6.2% | -11.1% | +17.3% | +10.9% |
| 3M | -2.7% | -8.0% | +5.3% | -0.6% |
| 6M | -8.4% | -29.7% | +21.3% | +5.7% |
| YTD | -7.2% | -29.4% | +22.2% | +5.9% |
| 1Y | -20.9% | -46.4% | +25.5% | +2.5% |
| 3Y | +384.0% | -22.3% | +406.3% | +429.5% |
| 5Y | +757.1% | +4.5% | +752.6% | +716.8% |
| All | +1,216.9% | +136.8% | +1,080.0% | +853.5% |
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