+45.8%
VSH vs ACGL
+176.7%
-130.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +26.2% | -1.2% | +27.4% | +26.3% |
| 30D | -12.5% | +12.8% | -25.3% | -13.6% |
| 3M | -16.9% | +12.3% | -29.2% | -18.1% |
| 6M | -17.0% | +15.8% | -32.8% | -19.3% |
| YTD | +93.8% | +13.9% | +79.9% | +88.5% |
| 1Y | +99.3% | +19.0% | +80.3% | +91.4% |
| 3Y | +35.0% | +33.7% | +1.3% | +22.2% |
| 5Y | +45.8% | +173.4% | -127.6% | -15.4% |
| All | +45.8% | +176.7% | -130.9% | -15.4% |
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