-59.6%
ACHR vs VSH
+46.4%
-106.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.7% | -4.5% |
| 7D | -9.2% | +14.3% | -23.6% | -15.9% |
| 30D | -1.0% | -7.9% | +6.9% | +2.2% |
| 3M | -42.2% | -19.9% | -22.3% | -36.9% |
| 6M | -38.2% | -30.5% | -7.7% | -32.5% |
| YTD | -46.4% | +85.7% | -132.1% | -72.0% |
| 1Y | -49.4% | +98.9% | -148.3% | -74.8% |
| 3Y | -22.5% | +32.1% | -54.6% | -49.7% |
| 5Y | -29.8% | +39.7% | -69.5% | -56.7% |
| All | -59.6% | +46.4% | -106.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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