+274.7%
ACWI vs VTEB
+26.7%
+248.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +0.5% | -0.8% | +1.3% | +1.1% |
| 30D | +0.9% | -1.3% | +2.2% | +1.9% |
| 3M | +2.4% | -2.1% | +4.5% | +4.1% |
| 6M | +12.4% | -1.7% | +14.1% | +13.9% |
| YTD | +15.2% | -0.6% | +15.7% | +15.8% |
| 1Y | +22.7% | +3.1% | +19.6% | +20.2% |
| 3Y | +75.8% | +9.2% | +66.6% | +64.9% |
| 5Y | +67.7% | +2.2% | +65.6% | +64.0% |
| 10Y | +229.0% | +18.8% | +210.2% | +242.3% |
| All | +274.7% | +26.7% | +248.1% | +364.1% |
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