+302.5%
VTI vs ACGL
+270.1%
+32.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -0.4% | -2.1% | +1.8% | +0.4% |
| 30D | -1.6% | -2.2% | +0.6% | -0.9% |
| 3M | +3.6% | +6.3% | -2.7% | +0.8% |
| 6M | +13.0% | +0.5% | +12.5% | +12.0% |
| YTD | +12.7% | +0.2% | +12.5% | +11.5% |
| 1Y | +18.4% | +7.3% | +11.1% | +13.7% |
| 3Y | +76.4% | +30.8% | +45.6% | +52.1% |
| 5Y | +73.7% | +155.8% | -82.1% | +9.0% |
| 10Y | +302.5% | +276.3% | +26.2% | +110.4% |
| All | +302.5% | +270.1% | +32.4% | +110.4% |
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