+138.2%
VSH vs ACGL
+329.5%
-191.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.7% | +8.8% |
| 7D | +12.8% | -1.4% | +14.1% | +13.4% |
| 30D | -9.0% | +12.4% | -21.4% | -14.2% |
| 3M | -12.2% | +11.1% | -23.3% | -17.2% |
| 6M | -15.9% | +16.3% | -32.3% | -24.0% |
| YTD | +103.2% | +13.8% | +89.4% | +84.4% |
| 1Y | +108.4% | +20.4% | +88.0% | +83.4% |
| 3Y | +41.6% | +33.6% | +8.0% | +12.2% |
| 5Y | +54.6% | +176.8% | -122.3% | -25.8% |
| 10Y | +138.2% | +324.6% | -186.4% | -13.1% |
| All | +138.2% | +329.5% | -191.3% | -13.1% |
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