+297.8%
VTI vs ACM
+134.0%
+163.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -0.9% | -4.6% | +3.7% | +0.8% |
| 30D | -1.4% | +4.1% | -5.5% | -3.2% |
| 3M | +3.6% | -8.3% | +11.9% | +5.9% |
| 6M | +13.6% | -30.1% | +43.7% | +28.0% |
| YTD | +12.9% | -32.6% | +45.5% | +28.1% |
| 1Y | +17.2% | -49.6% | +66.8% | +48.2% |
| 3Y | +75.7% | -23.0% | +98.7% | +85.1% |
| 5Y | +75.4% | +2.0% | +73.5% | +64.2% |
| All | +297.8% | +134.0% | +163.8% | +173.2% |
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