+223.0%
VT vs ACM
+127.0%
+96.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | -3.7% | +4.2% | +1.8% |
| 30D | +1.0% | -11.1% | +12.1% | +4.6% |
| 3M | +2.4% | -8.0% | +10.4% | +4.4% |
| 6M | +12.0% | -29.7% | +41.7% | +25.1% |
| YTD | +15.3% | -29.4% | +44.7% | +27.8% |
| 1Y | +22.6% | -46.4% | +69.0% | +49.5% |
| 3Y | +74.7% | -22.3% | +97.0% | +82.9% |
| 5Y | +66.1% | +4.5% | +61.7% | +54.4% |
| All | +223.0% | +127.0% | +96.0% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling