+1,855.0%
VRT vs ACGL
+282.6%
+1,572.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.4% |
| 7D | -17.7% | +1.3% | -18.9% | -18.2% |
| 30D | -20.0% | +14.2% | -34.2% | -23.8% |
| 3M | -28.1% | +11.1% | -39.2% | -31.0% |
| 6M | -42.8% | +16.4% | -59.2% | -46.6% |
| YTD | +20.0% | +13.8% | +6.2% | +12.2% |
| 1Y | +3.5% | +21.6% | -18.0% | -5.9% |
| 3Y | +366.1% | +33.5% | +332.6% | +291.7% |
| 5Y | +632.2% | +174.8% | +457.3% | +344.5% |
| All | +1,855.0% | +282.6% | +1,572.4% | +1,028.9% |
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