+1,112.0%
VST vs ACGL
+337.7%
+774.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.0% | +13.5% | +11.6% |
| 7D | -9.8% | +0.9% | -10.7% | -10.4% |
| 30D | -25.1% | +13.7% | -38.9% | -29.2% |
| 3M | -11.6% | +8.0% | -19.6% | -14.9% |
| 6M | -20.9% | +13.3% | -34.2% | -25.8% |
| YTD | -22.3% | +11.8% | -34.1% | -27.4% |
| 1Y | -32.0% | +22.2% | -54.3% | -38.8% |
| 3Y | +262.4% | +32.5% | +229.9% | +204.8% |
| 5Y | +563.4% | +160.2% | +403.2% | +296.6% |
| All | +1,112.0% | +337.7% | +774.4% | +425.6% |
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