+1,216.9%
VST vs ACGL
+287.0%
+929.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +4.2% |
| 7D | +8.9% | -0.7% | +9.7% | +9.2% |
| 30D | +6.2% | -1.0% | +7.2% | +6.5% |
| 3M | -2.7% | +11.0% | -13.8% | -7.3% |
| 6M | -8.4% | -0.3% | -8.0% | -9.2% |
| YTD | -7.2% | +2.3% | -9.5% | -9.6% |
| 1Y | -20.9% | +6.4% | -27.3% | -24.5% |
| 3Y | +384.0% | +34.0% | +350.0% | +303.6% |
| 5Y | +757.1% | +161.6% | +595.4% | +413.0% |
| All | +1,216.9% | +287.0% | +929.8% | +585.4% |
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