-24.2%
ACTG vs VT
+228.2%
-252.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +1.4% | -1.4% | +2.8% | +2.5% |
| 3M | -5.4% | -1.4% | -4.0% | -4.6% |
| 6M | -15.5% | +5.5% | -21.0% | -19.3% |
| YTD | +16.6% | +12.8% | +3.7% | +5.3% |
| 1Y | +32.9% | +15.4% | +17.5% | +18.0% |
| 3Y | +17.2% | +76.9% | -59.7% | -24.8% |
| 5Y | -19.4% | +60.4% | -79.8% | -44.4% |
| All | -24.2% | +228.2% | -252.3% | -74.7% |
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