+73.9%
VT vs ACGL
+32.1%
+41.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.6% | +7.4% | -9.0% | -2.2% |
| 30D | -2.5% | +15.2% | -17.7% | -3.7% |
| 3M | -1.3% | +6.6% | -7.9% | -1.8% |
| 6M | +3.1% | +14.9% | -11.8% | +1.6% |
| YTD | +10.9% | +12.4% | -1.4% | +9.4% |
| 1Y | +12.1% | +25.3% | -13.3% | +8.5% |
| All | +73.9% | +32.1% | +41.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling