+35.6%
VSH vs ACI
-43.5%
+79.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -1.6% |
| 7D | +6.2% | -2.6% | +8.8% | +5.8% |
| 30D | -11.1% | +1.1% | -12.2% | -10.9% |
| 3M | -44.9% | -23.6% | -21.3% | -45.9% |
| 6M | +90.0% | -29.9% | +119.9% | +86.4% |
| YTD | +118.8% | -26.9% | +145.7% | +113.6% |
| 1Y | +109.0% | -34.2% | +143.2% | +105.8% |
| 3Y | +35.6% | -43.6% | +79.3% | +36.3% |
| All | +35.6% | -43.5% | +79.1% | +36.3% |
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