+16.1%
VSH vs ACI
-33.9%
+50.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +4.9% |
| 7D | -12.9% | -2.2% | -10.7% | -13.2% |
| 30D | -36.9% | +10.3% | -47.2% | -35.4% |
| 3M | -28.8% | +7.2% | -35.9% | -27.3% |
| 6M | -30.3% | -18.0% | -12.3% | -30.5% |
| YTD | +62.4% | -22.0% | +84.4% | +61.1% |
| 1Y | +62.5% | -23.4% | +85.9% | +61.4% |
| All | +16.1% | -33.9% | +50.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling