+122.8%
VTR vs ACM
+131.3%
-8.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.7% | +5.1% | -4.4% | -1.8% |
| 30D | +6.9% | +18.7% | -11.8% | -1.8% |
| 3M | +1.3% | +15.5% | -14.1% | -6.3% |
| 6M | +2.5% | +1.2% | +1.3% | -0.1% |
| YTD | +18.0% | -25.2% | +43.2% | +31.4% |
| 1Y | +19.5% | -46.3% | +65.8% | +58.2% |
| 3Y | +130.2% | -9.6% | +139.8% | +116.2% |
| 5Y | +93.8% | +4.4% | +89.4% | +62.6% |
| All | +122.8% | +131.3% | -8.5% | +17.6% |
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