+7.4%
VSH vs ACM
-12.3%
+19.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -12.9% | +5.4% | -18.3% | -15.3% |
| 30D | -36.9% | +15.1% | -52.0% | -41.5% |
| 3M | -28.8% | -10.5% | -18.3% | -24.7% |
| 6M | -30.3% | -19.7% | -10.6% | -21.3% |
| YTD | +62.4% | -28.8% | +91.2% | +96.1% |
| 1Y | +62.5% | -47.9% | +110.4% | +154.7% |
| 3Y | +7.4% | -12.4% | +19.7% | +4.4% |
| All | +7.4% | -12.3% | +19.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling