+1,917.9%
VRT vs ACGL
+279.0%
+1,638.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.4% |
| 7D | -10.6% | -1.1% | -9.5% | -10.5% |
| 30D | -17.4% | +13.1% | -30.6% | -21.1% |
| 3M | -26.4% | +9.8% | -36.2% | -29.1% |
| 6M | -41.0% | +15.3% | -56.3% | -44.7% |
| YTD | +23.8% | +12.7% | +11.1% | +16.1% |
| 1Y | +11.6% | +20.7% | -9.1% | +1.7% |
| 3Y | +403.5% | +34.3% | +369.2% | +321.6% |
| 5Y | +647.0% | +170.6% | +476.5% | +356.0% |
| All | +1,917.9% | +279.0% | +1,638.9% | +1,068.9% |
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