+429.3%
VTV vs ACM
+250.2%
+179.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.3% | +5.1% | -2.8% | +0.5% |
| 30D | +3.8% | +18.7% | -14.9% | -2.3% |
| 3M | +1.7% | +15.5% | -13.8% | -3.8% |
| 6M | +10.9% | +1.2% | +9.7% | +9.0% |
| YTD | +21.7% | -25.2% | +47.0% | +31.7% |
| 1Y | +23.4% | -46.3% | +69.7% | +49.7% |
| 3Y | +78.0% | -9.6% | +87.5% | +76.4% |
| 5Y | +77.4% | +4.4% | +73.0% | +64.9% |
| 10Y | +230.4% | +129.3% | +101.1% | +117.6% |
| All | +429.3% | +250.2% | +179.1% | +158.6% |
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 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