+99.4%
VTR vs ACGL
+159.2%
-59.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | +0.5% |
| 7D | +4.7% | +0.9% | +3.8% | +4.4% |
| 30D | +10.9% | +13.7% | -2.8% | +7.3% |
| 3M | -3.2% | +8.0% | -11.3% | -5.2% |
| 6M | +3.7% | +13.3% | -9.6% | +0.4% |
| YTD | +16.8% | +11.8% | +5.0% | +13.2% |
| 1Y | +21.3% | +22.2% | -0.9% | +15.0% |
| 3Y | +119.0% | +32.5% | +86.6% | +101.3% |
| All | +99.4% | +159.2% | -59.8% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling