+623.5%
VTI vs ACM
+230.8%
+392.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.5% |
| 30D | 0.0% | -11.1% | +11.1% | +3.7% |
| 3M | +2.0% | -8.0% | +10.0% | +4.1% |
| 6M | +13.0% | -29.7% | +42.6% | +26.3% |
| YTD | +13.9% | -29.4% | +43.3% | +26.4% |
| 1Y | +20.0% | -46.4% | +66.4% | +46.5% |
| 3Y | +75.8% | -22.3% | +98.2% | +85.3% |
| 5Y | +73.8% | +4.5% | +69.4% | +63.2% |
| 10Y | +297.5% | +127.6% | +169.8% | +164.8% |
| All | +623.5% | +230.8% | +392.8% | +261.7% |
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