+344.2%
ACWI vs VYM
+514.3%
-170.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | -2.0% | +3.6% | -5.6% | -5.4% |
| 3M | -2.2% | -0.1% | -2.0% | -2.0% |
| 6M | +1.9% | +7.1% | -5.3% | -4.9% |
| YTD | +12.0% | +17.0% | -5.0% | -4.2% |
| 1Y | +12.5% | +19.0% | -6.4% | -5.4% |
| 3Y | +75.4% | +74.4% | +1.0% | +0.3% |
| 5Y | +61.5% | +72.7% | -11.2% | -6.6% |
| 10Y | +227.1% | +206.6% | +20.5% | +3.3% |
| All | +344.2% | +514.3% | -170.0% | -34.1% |
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 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