+145.1%
VSH vs ACI
+25.9%
+119.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.8% | +4.4% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -4.2% | +5.9% | -10.1% | -4.1% |
| 3M | -50.0% | -19.8% | -30.2% | -49.7% |
| 6M | +80.2% | -24.7% | +104.9% | +81.2% |
| YTD | +121.1% | -24.4% | +145.5% | +121.9% |
| 1Y | +112.0% | -31.5% | +143.5% | +114.3% |
| 3Y | +22.5% | -38.7% | +61.2% | +24.3% |
| 5Y | +64.0% | -42.8% | +106.8% | +65.0% |
| All | +145.1% | +25.9% | +119.2% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling