+132.7%
VTR vs ACGL
+35.2%
+97.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | -2.4% | -1.0% | -1.4% | -2.2% |
| 3M | +14.8% | +11.0% | +3.7% | +12.6% |
| 6M | +5.3% | -0.3% | +5.7% | +5.2% |
| YTD | +18.1% | +2.3% | +15.8% | +17.3% |
| 1Y | +36.7% | +6.4% | +30.3% | +34.6% |
| All | +132.7% | +35.2% | +97.6% | +121.0% |
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