+23.5%
VTV vs ACM
-48.9%
+72.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -2.1% | -5.9% | +3.8% | -1.5% |
| 30D | -1.3% | -6.2% | +4.9% | -0.8% |
| 3M | +5.6% | -7.9% | +13.5% | +6.2% |
| 6M | +12.4% | -30.6% | +43.0% | +16.4% |
| YTD | +17.6% | -33.3% | +50.9% | +22.2% |
| 1Y | +23.5% | -49.2% | +72.7% | +32.0% |
| All | +23.5% | -48.9% | +72.4% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling