+121.2%
VSH vs ACM
+133.7%
-12.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -1.6% | +6.6% | -8.2% | -5.2% |
| 30D | -21.3% | +19.8% | -41.1% | -29.8% |
| 3M | -18.9% | -3.1% | -15.8% | -18.7% |
| 6M | -21.4% | -11.5% | -9.9% | -17.5% |
| YTD | +86.8% | -24.7% | +111.5% | +116.0% |
| 1Y | +85.8% | -45.1% | +130.8% | +165.7% |
| 3Y | +30.1% | -8.9% | +39.0% | +31.8% |
| 5Y | +42.8% | +5.4% | +37.4% | +28.5% |
| 10Y | +121.2% | +131.1% | -9.9% | +17.6% |
| All | +121.2% | +133.7% | -12.5% | +17.6% |
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