+1,481.1%
VTR vs ACGL
+5,022.7%
-3,541.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -1.7% | -0.7% | -0.9% | -1.4% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +14.8% | +11.0% | +3.7% | +10.2% |
| 6M | +5.3% | -0.3% | +5.7% | +5.2% |
| YTD | +18.1% | +2.3% | +15.8% | +16.5% |
| 1Y | +36.7% | +6.4% | +30.3% | +32.5% |
| 3Y | +130.1% | +34.0% | +96.1% | +98.8% |
| 5Y | +89.5% | +161.6% | -72.1% | +22.2% |
| 10Y | +87.4% | +278.6% | -191.2% | +7.9% |
| All | +1,481.1% | +5,022.7% | -3,541.6% | +478.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling