+608.9%
VTI vs ACM
+252.1%
+356.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.5% | +5.6% | -3.1% | +0.5% |
| 30D | -1.5% | +20.8% | -22.4% | -8.0% |
| 3M | -3.2% | +11.4% | -14.6% | -7.3% |
| 6M | +2.3% | +0.9% | +1.4% | +0.7% |
| YTD | +11.6% | -24.8% | +36.5% | +20.8% |
| 1Y | +13.8% | -46.4% | +60.2% | +38.8% |
| 3Y | +77.4% | -9.2% | +86.7% | +76.5% |
| 5Y | +64.6% | +5.0% | +59.6% | +54.2% |
| 10Y | +290.6% | +130.6% | +160.0% | +159.3% |
| All | +608.9% | +252.1% | +356.8% | +245.6% |
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 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