+67.5%
ACWI vs VYM
+76.9%
-9.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | 0.0% | -1.0% | +1.0% | +1.0% |
| 30D | -0.6% | -2.0% | +1.4% | +1.5% |
| 3M | +4.3% | +3.1% | +1.2% | +1.2% |
| 6M | +12.7% | +8.9% | +3.8% | +3.6% |
| YTD | +13.9% | +14.7% | -0.8% | -0.6% |
| 1Y | +20.5% | +19.4% | +1.1% | +1.0% |
| 3Y | +76.5% | +65.4% | +11.1% | +6.1% |
| 5Y | +67.5% | +77.6% | -10.0% | -5.1% |
| All | +67.5% | +76.9% | -9.4% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling