-50.0%
VTRS vs ACM
+134.0%
-184.0%
-82.0%
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 | -2.2% | -4.6% | +2.4% | -0.4% |
| 30D | +3.3% | +4.1% | -0.8% | +1.3% |
| 3M | +2.0% | -8.3% | +10.3% | +4.5% |
| 6M | +19.9% | -30.1% | +50.0% | +36.4% |
| YTD | +35.7% | -32.6% | +68.3% | +55.3% |
| 1Y | +68.1% | -49.6% | +117.7% | +116.9% |
| 3Y | +87.1% | -23.0% | +110.1% | +96.9% |
| 5Y | +47.6% | +2.0% | +45.7% | +35.2% |
| All | -50.0% | +134.0% | -184.0% | -69.3% |
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