-50.4%
VTRS vs ACGL
+277.0%
-327.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -3.3% | -3.6% | +0.3% | -2.0% |
| 30D | +1.4% | -2.1% | +3.5% | +2.1% |
| 3M | +4.6% | +5.4% | -0.7% | +2.4% |
| 6M | +18.1% | 0.0% | +18.1% | +17.6% |
| YTD | +34.7% | +0.3% | +34.4% | +33.6% |
| 1Y | +65.6% | +6.2% | +59.5% | +60.3% |
| 3Y | +83.8% | +30.9% | +52.8% | +58.8% |
| 5Y | +46.5% | +159.8% | -113.3% | -8.1% |
| All | -50.4% | +277.0% | -327.4% | -71.7% |
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