+225.2%
ACWI vs VYM
+205.6%
+19.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.4% | +3.7% | -1.2% | -0.9% |
| 30D | -1.7% | +3.7% | -5.4% | -4.9% |
| 3M | -3.9% | -0.7% | -3.2% | -3.3% |
| 6M | +0.8% | +7.2% | -6.4% | -5.5% |
| YTD | +11.0% | +16.9% | -5.9% | -3.9% |
| 1Y | +13.1% | +19.6% | -6.5% | -4.2% |
| 3Y | +73.9% | +74.6% | -0.7% | +3.6% |
| 5Y | +59.0% | +72.3% | -13.3% | -3.8% |
| All | +225.2% | +205.6% | +19.6% | +14.6% |
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