+32.1%
VSH vs ACM
-9.1%
+41.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.5% |
| 7D | +14.3% | +5.6% | +8.7% | +11.2% |
| 30D | -7.9% | +20.8% | -28.7% | -16.6% |
| 3M | -19.9% | +11.4% | -31.3% | -25.0% |
| 6M | -30.5% | +0.9% | -31.5% | -32.1% |
| YTD | +85.7% | -24.8% | +110.5% | +118.0% |
| 1Y | +98.9% | -46.4% | +145.4% | +211.6% |
| 3Y | +32.1% | -9.2% | +41.3% | +30.0% |
| All | +32.1% | -9.1% | +41.2% | +30.0% |
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