+225.4%
ACWI vs VYM
+207.1%
+18.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -1.9% | -1.9% | -0.1% | -0.2% |
| 30D | -1.3% | -2.6% | +1.3% | +1.1% |
| 3M | +5.0% | +3.6% | +1.4% | +1.6% |
| 6M | +11.7% | +8.7% | +3.0% | +3.5% |
| YTD | +13.0% | +14.1% | -1.2% | 0.0% |
| 1Y | +19.2% | +17.8% | +1.4% | +2.4% |
| 3Y | +75.0% | +64.5% | +10.5% | +10.1% |
| 5Y | +67.1% | +77.5% | -10.5% | -1.5% |
| All | +225.4% | +207.1% | +18.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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