+97.8%
VTR vs ACGL
+270.1%
-172.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.8% |
| 7D | -2.9% | -2.1% | -0.8% | -1.8% |
| 30D | -2.8% | -2.2% | -0.6% | -1.7% |
| 3M | +9.0% | +6.3% | +2.7% | +5.2% |
| 6M | +5.0% | +0.5% | +4.4% | +4.2% |
| YTD | +16.9% | +0.2% | +16.7% | +15.8% |
| 1Y | +34.3% | +7.3% | +27.0% | +27.5% |
| 3Y | +131.6% | +30.8% | +100.7% | +85.5% |
| 5Y | +88.0% | +155.8% | -67.8% | -9.9% |
| 10Y | +97.8% | +276.3% | -178.6% | -14.1% |
| All | +97.8% | +270.1% | -172.4% | -14.1% |
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