+109.0%
VSH vs ACM
-47.1%
+156.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -11.1% | -12.9% | +1.8% | -6.8% |
| 3M | -44.9% | -6.4% | -38.5% | -43.9% |
| 6M | +90.0% | -29.2% | +119.2% | +118.2% |
| YTD | +118.8% | -29.9% | +148.7% | +149.7% |
| 1Y | +109.0% | -47.3% | +156.2% | +177.3% |
| All | +109.0% | -47.1% | +156.1% | +177.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling