+96.3%
VTR vs ACM
+134.0%
-37.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -0.3% | -4.6% | +4.3% | +1.9% |
| 30D | +1.1% | +4.1% | -3.0% | -1.2% |
| 3M | +7.9% | -8.3% | +16.2% | +11.0% |
| 6M | +6.2% | -30.1% | +36.2% | +23.3% |
| YTD | +17.7% | -32.6% | +50.3% | +37.5% |
| 1Y | +32.9% | -49.6% | +82.5% | +78.4% |
| 3Y | +129.7% | -23.0% | +152.7% | +136.0% |
| 5Y | +89.3% | +2.0% | +87.3% | +60.7% |
| All | +96.3% | +134.0% | -37.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling