+143.4%
ACWX vs VT
+222.7%
-79.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +2.1% | +1.0% | +1.1% | +1.1% |
| 3M | +3.2% | +2.4% | +0.9% | +1.1% |
| 6M | +11.2% | +12.0% | -0.9% | +0.2% |
| YTD | +18.3% | +15.3% | +2.9% | +3.8% |
| 1Y | +28.6% | +22.6% | +6.0% | +6.6% |
| 3Y | +74.5% | +74.7% | -0.2% | +3.4% |
| 5Y | +55.0% | +66.1% | -11.2% | -4.0% |
| All | +143.4% | +222.7% | -79.3% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling