+377.4%
VT vs ACGL
+1,282.9%
-905.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | +0.4% | -0.7% | +1.2% | +0.8% |
| 30D | +1.0% | -1.0% | +2.0% | +1.4% |
| 3M | +2.4% | +11.0% | -8.7% | -3.1% |
| 6M | +12.0% | -0.3% | +12.3% | +11.1% |
| YTD | +15.3% | +2.3% | +13.1% | +12.6% |
| 1Y | +22.6% | +6.4% | +16.2% | +17.0% |
| 3Y | +74.7% | +34.0% | +40.7% | +43.3% |
| 5Y | +66.1% | +161.6% | -95.5% | -7.4% |
| 10Y | +225.0% | +278.6% | -53.6% | +31.6% |
| All | +377.4% | +1,282.9% | -905.5% | -25.4% |
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