+213.7%
VT vs ACM
+155.0%
+58.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | +5.4% | -7.7% | -4.0% |
| 30D | -5.0% | +15.1% | -20.1% | -9.5% |
| 3M | -4.9% | -10.5% | +5.6% | -1.9% |
| 6M | -1.5% | -19.7% | +18.2% | +4.8% |
| YTD | +8.5% | -28.8% | +37.3% | +19.6% |
| 1Y | +11.4% | -47.9% | +59.2% | +37.2% |
| 3Y | +70.1% | -12.4% | +82.4% | +70.1% |
| 5Y | +53.7% | +0.6% | +53.2% | +44.8% |
| All | +213.7% | +155.0% | +58.7% | +119.8% |
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 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