+2,010.2%
VRT vs ACGL
+282.9%
+1,727.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +18.6% | -1.2% | +19.8% | +19.0% |
| 30D | -11.7% | +12.8% | -24.4% | -15.5% |
| 3M | -27.3% | +12.3% | -39.6% | -30.5% |
| 6M | -42.9% | +15.8% | -58.7% | -46.5% |
| YTD | +29.5% | +13.9% | +15.6% | +21.0% |
| 1Y | +21.0% | +19.0% | +2.0% | +11.0% |
| 3Y | +403.1% | +33.7% | +369.5% | +322.7% |
| 5Y | +688.8% | +173.4% | +515.4% | +379.9% |
| All | +2,010.2% | +282.9% | +1,727.2% | +1,118.1% |
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