+420.9%
VTV vs ACM
+230.8%
+190.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | -3.7% | +4.3% | +1.9% |
| 30D | +1.1% | -11.1% | +12.2% | +4.7% |
| 3M | +5.9% | -8.0% | +13.9% | +8.0% |
| 6M | +11.6% | -29.7% | +41.3% | +24.5% |
| YTD | +19.8% | -29.4% | +49.2% | +32.5% |
| 1Y | +26.2% | -46.4% | +72.7% | +53.3% |
| 3Y | +68.5% | -22.3% | +90.8% | +76.5% |
| 5Y | +79.9% | +4.5% | +75.4% | +67.0% |
| 10Y | +229.7% | +127.6% | +102.0% | +117.4% |
| All | +420.9% | +230.8% | +190.1% | +160.3% |
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 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