+95.1%
VSH vs ACGL
+4,853.1%
-4,757.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.7% |
| 7D | -12.9% | +0.9% | -13.8% | -13.4% |
| 30D | -36.9% | +13.7% | -50.6% | -40.0% |
| 3M | -28.8% | +8.0% | -36.8% | -31.3% |
| 6M | -30.3% | +13.3% | -43.6% | -34.8% |
| YTD | +62.4% | +11.8% | +50.5% | +51.9% |
| 1Y | +62.5% | +22.2% | +40.3% | +47.1% |
| 3Y | +7.4% | +32.5% | -25.1% | -7.9% |
| 5Y | +25.4% | +160.2% | -134.8% | -17.8% |
| 10Y | +102.6% | +338.5% | -235.9% | +11.1% |
| All | +95.1% | +4,853.1% | -4,757.9% | -30.6% |
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