+5,760.9%
ACGL vs VSAT
+1,476.0%
+4,284.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.0% |
| 30D | +14.2% | +4.0% | +10.2% | +13.3% |
| 3M | +11.1% | -11.8% | +22.8% | +11.4% |
| 6M | +16.4% | +6.9% | +9.4% | +13.6% |
| YTD | +13.8% | +117.2% | -103.5% | +3.6% |
| 1Y | +21.6% | +102.4% | -80.9% | +11.0% |
| 3Y | +33.5% | +295.5% | -261.9% | +7.1% |
| 5Y | +174.8% | +37.0% | +137.8% | +135.8% |
| 10Y | +330.4% | -6.0% | +336.4% | +269.4% |
| All | +5,760.9% | +1,476.0% | +4,284.9% | +4,109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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