+90.3%
VTR vs ACM
-0.5%
+90.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | -1.8% | -5.9% | +4.1% | -0.3% |
| 30D | +4.0% | -6.2% | +10.2% | +5.3% |
| 3M | +7.8% | -7.9% | +15.7% | +9.6% |
| 6M | +6.4% | -30.6% | +37.0% | +16.6% |
| YTD | +18.3% | -33.3% | +51.6% | +30.3% |
| 1Y | +33.9% | -49.2% | +83.1% | +60.7% |
| 3Y | +134.3% | -23.5% | +157.8% | +129.9% |
| 5Y | +90.3% | +0.9% | +89.3% | +67.6% |
| All | +90.3% | -0.5% | +90.8% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling