+73.7%
VTI vs ACM
+2.7%
+71.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.6% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | -1.6% | -12.7% | +11.1% | +2.9% |
| 3M | +3.6% | -9.8% | +13.4% | +6.5% |
| 6M | +13.0% | -31.4% | +44.4% | +29.3% |
| YTD | +12.7% | -32.1% | +44.8% | +28.2% |
| 1Y | +18.4% | -47.8% | +66.2% | +50.7% |
| 3Y | +76.4% | -22.1% | +98.5% | +80.3% |
| 5Y | +73.7% | +1.8% | +71.9% | +54.4% |
| All | +73.7% | +2.7% | +71.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling