+98.0%
VCIT vs ACGL
+1,227.0%
-1,129.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | -1.0% | +11.0% | -12.1% | -1.1% |
| 6M | -1.8% | -0.3% | -1.5% | -1.9% |
| YTD | -0.7% | +2.3% | -3.0% | -0.7% |
| 1Y | +1.0% | +6.4% | -5.4% | +0.9% |
| 3Y | +18.8% | +34.0% | -15.1% | +18.3% |
| 5Y | +3.5% | +161.6% | -158.2% | +2.0% |
| 10Y | +29.2% | +278.6% | -249.4% | +28.0% |
| All | +98.0% | +1,227.0% | -1,129.0% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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