+69.7%
VT vs ACM
-12.3%
+82.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.6% |
| 7D | -4.2% | +5.1% | -9.2% | -5.3% |
| 30D | -5.8% | +11.5% | -17.3% | -8.2% |
| 3M | -5.2% | -10.5% | +5.2% | -2.9% |
| 6M | +0.1% | -20.4% | +20.5% | +5.7% |
| YTD | +8.2% | -28.9% | +37.1% | +17.3% |
| 1Y | +10.1% | -48.7% | +58.8% | +33.5% |
| All | +69.7% | -12.3% | +82.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling