+792.6%
VGT vs ACGL
+263.8%
+528.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.6% |
| 7D | +1.8% | -2.9% | +4.8% | +2.8% |
| 30D | -0.3% | -2.8% | +2.5% | +0.5% |
| 3M | +3.4% | +6.8% | -3.4% | +0.4% |
| 6M | +35.0% | -1.5% | +36.5% | +34.3% |
| YTD | +28.8% | -0.2% | +29.0% | +27.0% |
| 1Y | +38.0% | +5.3% | +32.7% | +33.0% |
| 3Y | +125.8% | +30.3% | +95.5% | +94.1% |
| 5Y | +134.7% | +151.8% | -17.1% | +48.5% |
| 10Y | +792.6% | +266.9% | +525.7% | +374.9% |
| All | +792.6% | +263.8% | +528.8% | +374.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling