-26.3%
ACTG vs VT
+214.8%
-241.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +0.4% |
| 7D | -4.5% | -4.2% | -0.3% | -1.3% |
| 30D | -3.0% | -5.8% | +2.8% | +1.5% |
| 3M | -6.6% | -5.2% | -1.4% | -2.9% |
| 6M | -17.2% | +0.1% | -17.3% | -17.7% |
| YTD | +13.4% | +8.2% | +5.1% | +5.7% |
| 1Y | +17.1% | +10.1% | +7.0% | +7.7% |
| 3Y | +14.0% | +69.7% | -55.7% | -24.5% |
| 5Y | -23.0% | +53.4% | -76.4% | -45.1% |
| All | -26.3% | +214.8% | -241.1% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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