+619.5%
VRT vs ACGL
+34.2%
+585.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.3% |
| 7D | +9.1% | -0.7% | +9.9% | +9.1% |
| 30D | +0.9% | -1.0% | +1.9% | +0.9% |
| 3M | -13.4% | +11.0% | -24.4% | -13.5% |
| 6M | +11.7% | -0.3% | +12.0% | +12.2% |
| YTD | +73.2% | +2.3% | +71.0% | +73.4% |
| 1Y | +123.4% | +6.4% | +117.0% | +122.1% |
| All | +619.5% | +34.2% | +585.3% | +502.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling