+165.7%
VSH vs ACGL
+4,429.2%
-4,263.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +5.0% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | -4.2% | -1.0% | -3.2% | -4.0% |
| 3M | -50.0% | +11.0% | -61.0% | -52.5% |
| 6M | +80.2% | -0.3% | +80.5% | +77.2% |
| YTD | +121.1% | +2.3% | +118.8% | +114.9% |
| 1Y | +112.0% | +6.4% | +105.6% | +102.3% |
| 3Y | +22.5% | +34.0% | -11.4% | +4.8% |
| 5Y | +64.0% | +161.6% | -97.6% | +7.8% |
| 10Y | +170.4% | +278.6% | -108.2% | +56.5% |
| All | +165.7% | +4,429.2% | -4,263.5% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling