+66.5%
VSH vs ACGL
+161.8%
-95.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.7% |
| 7D | +4.1% | -0.7% | +4.8% | +4.1% |
| 30D | -4.2% | -1.0% | -3.2% | -4.1% |
| 3M | -50.0% | +11.0% | -61.0% | -51.6% |
| 6M | +80.2% | -0.3% | +80.5% | +78.9% |
| YTD | +121.1% | +2.3% | +118.8% | +117.5% |
| 1Y | +112.0% | +6.4% | +105.6% | +105.6% |
| 3Y | +22.5% | +34.0% | -11.4% | +6.3% |
| All | +66.5% | +161.8% | -95.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling