+213.5%
VTR vs ACI
+25.9%
+187.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -2.4% | +5.9% | -8.3% | -2.8% |
| 3M | +14.8% | -19.8% | +34.6% | +16.2% |
| 6M | +5.3% | -24.7% | +30.1% | +7.0% |
| YTD | +18.1% | -24.4% | +42.5% | +19.8% |
| 1Y | +36.7% | -31.5% | +68.2% | +39.6% |
| 3Y | +130.1% | -38.7% | +168.8% | +136.3% |
| 5Y | +89.5% | -42.8% | +132.3% | +93.2% |
| All | +213.5% | +25.9% | +187.6% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling