+26.6%
VTEB vs ACGL
+401.2%
-374.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.3% |
| 30D | +2.5% | +12.3% | -9.8% | +2.2% |
| 3M | -1.7% | +11.8% | -13.5% | -2.0% |
| 6M | -1.2% | +17.5% | -18.7% | -1.7% |
| YTD | -0.5% | +14.3% | -14.8% | -0.9% |
| 1Y | -0.1% | +18.2% | -18.2% | -0.6% |
| 3Y | +10.5% | +33.2% | -22.7% | +9.3% |
| 5Y | +2.6% | +174.3% | -171.7% | -1.4% |
| 10Y | +22.4% | +326.3% | -303.9% | +17.1% |
| All | +26.6% | +401.2% | -374.5% | +22.8% |
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