+66.5%
VSH vs ACM
+5.0%
+61.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +4.1% | -3.7% | +7.8% | +6.4% |
| 30D | -4.2% | -11.1% | +6.9% | +1.8% |
| 3M | -50.0% | -8.0% | -42.0% | -48.5% |
| 6M | +80.2% | -29.7% | +109.8% | +120.8% |
| YTD | +121.1% | -29.4% | +150.5% | +166.4% |
| 1Y | +112.0% | -46.4% | +158.4% | +210.6% |
| 3Y | +22.5% | -22.3% | +44.9% | +37.4% |
| All | +66.5% | +5.0% | +61.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling