+226.1%
ACWI vs VIG
+262.6%
-36.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.7% | +3.1% | -0.4% | -0.3% |
| 30D | -2.6% | +5.0% | -7.6% | -7.2% |
| 3M | -3.2% | +2.7% | -5.8% | -5.7% |
| 6M | +1.9% | +11.0% | -9.1% | -8.0% |
| YTD | +11.3% | +16.0% | -4.6% | -3.7% |
| 1Y | +11.7% | +16.3% | -4.6% | -3.6% |
| 3Y | +74.4% | +66.8% | +7.6% | +5.8% |
| 5Y | +59.5% | +64.8% | -5.3% | -2.0% |
| All | +226.1% | +262.6% | -36.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling