+232.8%
VT vs ACGL
+347.2%
-114.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | -0.3% | +8.0% | -8.3% | -2.8% |
| 30D | -1.4% | +17.3% | -18.7% | -6.6% |
| 3M | -1.4% | +11.2% | -12.6% | -5.0% |
| 6M | +5.5% | +18.2% | -12.7% | -1.0% |
| YTD | +12.8% | +15.4% | -2.6% | +6.4% |
| 1Y | +15.4% | +26.5% | -11.1% | +5.2% |
| 3Y | +76.9% | +36.1% | +40.8% | +53.1% |
| 5Y | +60.4% | +175.9% | -115.5% | +1.5% |
| 10Y | +232.8% | +352.4% | -119.7% | +70.4% |
| All | +232.8% | +347.2% | -114.4% | +70.4% |
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 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