+213.7%
VT vs ACGL
+337.7%
-124.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.2% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | -5.0% | +13.7% | -18.7% | -9.1% |
| 3M | -4.9% | +8.0% | -12.9% | -7.5% |
| 6M | -1.5% | +13.3% | -14.8% | -6.3% |
| YTD | +8.5% | +11.8% | -3.4% | +3.3% |
| 1Y | +11.4% | +22.2% | -10.9% | +2.7% |
| 3Y | +70.1% | +32.5% | +37.6% | +48.5% |
| 5Y | +53.7% | +160.2% | -106.5% | -0.6% |
| All | +213.7% | +337.7% | -124.0% | +69.2% |
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