0.0%
VRT vs ACGL
+22.6%
-22.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.4% | +0.7% |
| 7D | -21.4% | +0.9% | -22.2% | -20.3% |
| 30D | -25.8% | +13.7% | -39.5% | -16.6% |
| 3M | -33.5% | +8.0% | -41.6% | -28.3% |
| 6M | -49.0% | +13.3% | -62.3% | -40.7% |
| YTD | +12.9% | +11.8% | +1.1% | +33.0% |
| 1Y | 0.0% | +22.2% | -22.2% | +40.2% |
| All | 0.0% | +22.6% | -22.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling