+226.3%
VTV vs ACM
+131.7%
+94.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -2.1% | -5.9% | +3.8% | 0.0% |
| 30D | -1.3% | -6.2% | +4.9% | +0.4% |
| 3M | +5.6% | -7.9% | +13.5% | +7.6% |
| 6M | +12.4% | -30.6% | +43.0% | +26.1% |
| YTD | +17.6% | -33.3% | +50.9% | +32.9% |
| 1Y | +23.5% | -49.2% | +72.7% | +53.6% |
| 3Y | +67.0% | -23.5% | +90.5% | +74.8% |
| 5Y | +80.5% | +0.9% | +79.6% | +67.3% |
| All | +226.3% | +131.7% | +94.7% | +120.7% |
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 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