+348.0%
VT vs ACM
+122.4%
+225.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.3% |
| 7D | -4.2% | +5.1% | -9.2% | -5.9% |
| 30D | -5.8% | +11.5% | -17.3% | -9.6% |
| 3M | -5.2% | -10.5% | +5.2% | -2.1% |
| 6M | +0.1% | -20.4% | +20.5% | +7.3% |
| YTD | +8.2% | -28.9% | +37.1% | +20.1% |
| 1Y | +10.1% | -48.7% | +58.8% | +38.0% |
| 3Y | +69.7% | -12.5% | +82.2% | +70.4% |
| 5Y | +53.4% | +0.5% | +52.8% | +44.4% |
| 10Y | +219.2% | +161.2% | +58.0% | +90.9% |
| All | +348.0% | +122.4% | +225.7% | +112.0% |
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