+124.5%
VSH vs ACGL
+4,938.9%
-4,814.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -1.6% | +1.3% | -2.8% | -2.1% |
| 30D | -21.3% | +14.2% | -35.5% | -25.2% |
| 3M | -18.9% | +11.1% | -30.0% | -22.5% |
| 6M | -21.4% | +16.4% | -37.8% | -27.1% |
| YTD | +86.8% | +13.8% | +73.1% | +73.8% |
| 1Y | +85.8% | +21.6% | +64.2% | +68.6% |
| 3Y | +30.1% | +33.5% | -3.4% | +11.3% |
| 5Y | +42.8% | +174.8% | -132.0% | -8.2% |
| 10Y | +121.2% | +330.4% | -209.1% | +21.9% |
| All | +124.5% | +4,938.9% | -4,814.4% | -20.6% |
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