+261.3%
ACWI vs VTEB
+26.8%
+234.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +2.4% | -1.2% | +3.7% | +3.4% |
| 30D | -1.7% | +2.5% | -4.1% | -3.5% |
| 3M | -3.9% | -1.7% | -2.2% | -2.7% |
| 6M | +0.8% | -1.2% | +2.0% | +1.8% |
| YTD | +11.0% | -0.5% | +11.5% | +11.6% |
| 1Y | +13.1% | -0.1% | +13.2% | +13.3% |
| 3Y | +73.9% | +10.5% | +63.4% | +61.8% |
| 5Y | +59.0% | +2.6% | +56.5% | +55.0% |
| 10Y | +224.4% | +22.4% | +202.0% | +261.3% |
| All | +261.3% | +26.8% | +234.6% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling