+167.9%
VSH vs ACM
+128.0%
+40.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +6.2% | -0.3% | +6.5% | +6.4% |
| 30D | -11.1% | -12.9% | +1.8% | -4.3% |
| 3M | -44.9% | -6.4% | -38.5% | -44.2% |
| 6M | +90.0% | -29.2% | +119.2% | +131.2% |
| YTD | +118.8% | -29.9% | +148.7% | +165.0% |
| 1Y | +109.0% | -47.3% | +156.2% | +206.1% |
| 3Y | +35.6% | -19.6% | +55.3% | +49.1% |
| 5Y | +66.7% | +5.5% | +61.2% | +49.9% |
| 10Y | +167.9% | +129.7% | +38.2% | +50.5% |
| All | +167.9% | +128.0% | +40.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling