+356.8%
ACWI vs VRSN
+922.5%
-565.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.9% | -0.2% | +1.0% | +0.8% |
| 3M | +2.4% | -0.3% | +2.7% | +1.7% |
| 6M | +12.4% | +23.0% | -10.6% | +1.8% |
| YTD | +15.2% | +21.3% | -6.2% | +4.3% |
| 1Y | +22.7% | +6.7% | +16.0% | +16.8% |
| 3Y | +75.8% | +45.0% | +30.8% | +44.3% |
| 5Y | +67.7% | +35.0% | +32.7% | +39.3% |
| 10Y | +229.0% | +276.3% | -47.3% | +72.0% |
| All | +356.8% | +922.5% | -565.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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