+92.9%
VTR vs ACM
+1.1%
+91.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.2% | +5.6% | -5.4% | -1.3% |
| 30D | +5.5% | +20.8% | -15.4% | +0.3% |
| 3M | -0.9% | +11.4% | -12.3% | -4.0% |
| 6M | -0.4% | +0.9% | -1.4% | -1.4% |
| YTD | +17.0% | -24.8% | +41.8% | +25.1% |
| 1Y | +18.0% | -46.4% | +64.4% | +42.1% |
| 3Y | +127.4% | -9.2% | +136.6% | +108.5% |
| All | +92.9% | +1.1% | +91.9% | +63.0% |
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