+341.7%
ACWI vs VYM
+514.7%
-173.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +2.7% | +3.3% | -0.6% | -0.6% |
| 30D | -2.6% | +3.8% | -6.4% | -6.1% |
| 3M | -3.2% | -0.4% | -2.8% | -2.8% |
| 6M | +1.9% | +7.1% | -5.2% | -4.9% |
| YTD | +11.3% | +17.1% | -5.7% | -4.9% |
| 1Y | +11.7% | +18.4% | -6.7% | -5.7% |
| 3Y | +74.4% | +74.5% | -0.2% | -0.4% |
| 5Y | +59.5% | +72.5% | -13.1% | -7.7% |
| 10Y | +225.2% | +206.9% | +18.4% | +2.7% |
| All | +341.7% | +514.7% | -173.0% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling