+228.8%
VTV vs ACM
+132.6%
+96.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.9% | +5.6% | -2.7% | +0.9% |
| 30D | +3.8% | +20.8% | -17.0% | -3.0% |
| 3M | +1.6% | +11.4% | -9.9% | -2.7% |
| 6M | +11.2% | +0.9% | +10.3% | +9.4% |
| YTD | +22.0% | -24.8% | +46.8% | +32.3% |
| 1Y | +24.9% | -46.4% | +71.3% | +54.0% |
| 3Y | +78.5% | -9.2% | +87.7% | +75.3% |
| 5Y | +77.8% | +5.0% | +72.8% | +62.1% |
| All | +228.8% | +132.6% | +96.2% | +115.6% |
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 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