+93.8%
VTR vs ACI
-41.9%
+135.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.7% | -0.5% | +1.1% | +0.7% |
| 30D | +6.9% | +4.9% | +2.0% | +6.3% |
| 3M | +1.3% | +11.1% | -9.8% | 0.0% |
| 6M | +2.5% | -14.9% | +17.4% | +3.9% |
| YTD | +18.0% | -19.6% | +37.6% | +20.2% |
| 1Y | +19.5% | -22.7% | +42.2% | +22.4% |
| 3Y | +130.2% | -31.2% | +161.5% | +138.8% |
| 5Y | +93.8% | -42.3% | +136.2% | +98.0% |
| All | +93.8% | -41.9% | +135.7% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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