+23.6%
VRT vs ACGL
+19.1%
+4.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.3% |
| 7D | +10.5% | +2.2% | +8.3% | +12.6% |
| 30D | -9.3% | +12.3% | -21.6% | +0.6% |
| 3M | -29.6% | +11.8% | -41.4% | -22.0% |
| 6M | -45.4% | +17.5% | -62.8% | -35.0% |
| YTD | +24.8% | +14.3% | +10.5% | +49.0% |
| 1Y | +23.6% | +18.2% | +5.5% | +55.3% |
| All | +23.6% | +19.1% | +4.5% | +55.3% |
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