-32.2%
VTRS vs ACGL
+324.4%
-356.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +4.6% | +2.2% | +2.4% | +3.7% |
| 30D | +19.4% | +12.3% | +7.1% | +14.1% |
| 3M | +30.8% | +11.8% | +19.0% | +25.0% |
| 6M | +21.6% | +17.5% | +4.2% | +13.9% |
| YTD | +71.2% | +14.3% | +56.9% | +61.2% |
| 1Y | +97.6% | +18.2% | +79.4% | +83.6% |
| 3Y | +163.9% | +33.2% | +130.7% | +127.7% |
| 5Y | +82.1% | +174.3% | -92.2% | +11.6% |
| All | -32.2% | +324.4% | -356.5% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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