+26.5%
VTEB vs ACM
+160.5%
-134.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -1.6% | -12.9% | +11.3% | -1.3% |
| 3M | -2.0% | -6.4% | +4.4% | -1.9% |
| 6M | -1.7% | -29.2% | +27.5% | -1.0% |
| YTD | -0.6% | -29.9% | +29.3% | +0.1% |
| 1Y | +1.8% | -47.3% | +49.1% | +3.1% |
| 3Y | +9.6% | -19.6% | +29.2% | +9.7% |
| 5Y | +2.1% | +5.5% | -3.5% | +1.4% |
| 10Y | +18.9% | +129.7% | -110.8% | +16.7% |
| All | +26.5% | +160.5% | -134.0% | +24.9% |
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