+172.9%
VTRS vs ACGL
+4,943.5%
-4,770.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +9.0% | -1.2% | +10.2% | +9.3% |
| 30D | +19.8% | +12.8% | +7.0% | +15.8% |
| 3M | +29.3% | +12.3% | +17.1% | +25.1% |
| 6M | +22.2% | +15.8% | +6.3% | +17.0% |
| YTD | +69.9% | +13.9% | +56.1% | +63.0% |
| 1Y | +94.4% | +19.0% | +75.4% | +84.1% |
| 3Y | +154.8% | +33.7% | +121.2% | +130.4% |
| 5Y | +80.8% | +173.4% | -92.6% | +32.6% |
| 10Y | -31.8% | +324.9% | -356.6% | -56.3% |
| All | +172.9% | +4,943.5% | -4,770.7% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling