+232.9%
VTV vs ACGL
+270.1%
-37.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.7% | -2.1% | +1.5% | +0.2% |
| 30D | -0.5% | -2.2% | +1.7% | +0.3% |
| 3M | +5.3% | +6.3% | -1.0% | +2.4% |
| 6M | +12.9% | +0.5% | +12.3% | +11.9% |
| YTD | +18.5% | +0.2% | +18.3% | +17.3% |
| 1Y | +25.3% | +7.3% | +18.0% | +20.3% |
| 3Y | +68.2% | +30.8% | +37.4% | +44.3% |
| 5Y | +80.6% | +155.8% | -75.1% | +10.4% |
| 10Y | +232.9% | +276.3% | -43.4% | +68.7% |
| All | +232.9% | +270.1% | -37.2% | +68.7% |
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