+240.4%
ACWV vs VT
+420.6%
-180.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | +0.4% | -0.4% | -0.2% |
| 30D | +1.6% | +1.0% | +0.7% | +1.0% |
| 3M | +5.4% | +2.4% | +3.0% | +3.7% |
| 6M | +4.2% | +12.0% | -7.8% | -3.2% |
| YTD | +8.3% | +15.3% | -7.0% | -1.3% |
| 1Y | +8.7% | +22.6% | -13.8% | -4.8% |
| 3Y | +39.8% | +74.7% | -34.8% | -3.2% |
| 5Y | +31.7% | +66.1% | -34.4% | -6.7% |
| 10Y | +107.9% | +225.0% | -117.1% | -6.3% |
| All | +240.4% | +420.6% | -180.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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