+116.6%
VSH vs ACGL
+332.3%
-215.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.7% | +13.1% |
| 7D | +3.5% | -1.1% | +4.6% | +3.8% |
| 30D | -22.4% | +13.1% | -35.5% | -27.1% |
| 3M | -25.2% | +9.8% | -35.0% | -29.1% |
| 6M | -22.5% | +15.3% | -37.8% | -29.7% |
| YTD | +84.2% | +12.7% | +71.5% | +67.8% |
| 1Y | +87.1% | +20.7% | +66.4% | +64.2% |
| 3Y | +31.7% | +34.3% | -2.6% | +3.8% |
| 5Y | +42.6% | +170.6% | -128.0% | -30.7% |
| 10Y | +116.6% | +330.6% | -214.0% | -22.5% |
| All | +116.6% | +332.3% | -215.7% | -22.5% |
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