+356.8%
ACWI vs VEU
+174.0%
+182.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.5% |
| 7D | +0.5% | +1.1% | -0.7% | -0.5% |
| 30D | +0.9% | +2.2% | -1.3% | -1.1% |
| 3M | +2.4% | +3.0% | -0.6% | -0.4% |
| 6M | +12.4% | +10.9% | +1.5% | +2.2% |
| YTD | +15.2% | +18.2% | -3.0% | -1.2% |
| 1Y | +22.7% | +28.3% | -5.6% | -2.1% |
| 3Y | +75.8% | +74.6% | +1.2% | +6.5% |
| 5Y | +67.7% | +56.4% | +11.4% | +12.1% |
| 10Y | +229.0% | +153.0% | +76.0% | +44.6% |
| All | +356.8% | +174.0% | +182.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling