+86.8%
ACN vs VSH
+179.3%
-92.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -7.9% | +3.1% | -11.0% | -8.5% |
| 30D | -1.1% | -5.7% | +4.6% | -0.2% |
| 3M | +5.6% | -42.5% | +48.1% | +14.6% |
| 6M | -9.9% | +82.7% | -92.6% | -32.2% |
| YTD | -32.3% | +118.2% | -150.6% | -52.4% |
| 1Y | -25.3% | +109.7% | -135.0% | -47.3% |
| 3Y | -42.3% | +35.3% | -77.6% | -55.3% |
| 5Y | -43.5% | +65.6% | -109.1% | -60.1% |
| All | +86.8% | +179.3% | -92.5% | +7.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling