+225.4%
ACWI vs VTEB
+17.5%
+207.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -0.9% |
| 30D | -1.3% | -2.9% | +1.6% | +1.2% |
| 3M | +5.0% | -3.2% | +8.1% | +7.9% |
| 6M | +11.7% | -2.6% | +14.4% | +14.4% |
| YTD | +13.0% | -1.8% | +14.8% | +14.9% |
| 1Y | +19.2% | +0.2% | +19.0% | +19.2% |
| 3Y | +75.0% | +8.2% | +66.8% | +64.0% |
| 5Y | +67.1% | +0.8% | +66.2% | +65.0% |
| All | +225.4% | +17.5% | +207.9% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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