+68.1%
ACWI vs VTEB
+2.3%
+65.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | -0.2% | -1.6% | +1.4% | +1.5% |
| 3M | +4.7% | -2.0% | +6.7% | +6.9% |
| 6M | +14.5% | -1.7% | +16.2% | +16.5% |
| YTD | +14.6% | -0.6% | +15.2% | +15.5% |
| 1Y | +21.4% | +1.8% | +19.6% | +19.8% |
| 3Y | +77.6% | +9.6% | +68.0% | +61.2% |
| 5Y | +68.1% | +2.1% | +66.0% | +51.0% |
| All | +68.1% | +2.3% | +65.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling