+178.0%
VEA vs ACWI
+341.2%
-163.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.1% |
| 30D | -0.7% | -2.8% | +2.2% | +2.3% |
| 3M | -3.9% | -3.2% | -0.7% | -0.7% |
| 6M | -0.6% | +1.3% | -1.8% | -1.7% |
| YTD | +12.9% | +11.2% | +1.7% | +1.7% |
| 1Y | +18.4% | +13.8% | +4.6% | +4.2% |
| 3Y | +75.3% | +76.2% | -0.9% | -1.7% |
| 5Y | +54.3% | +59.5% | -5.1% | -4.6% |
| 10Y | +158.0% | +222.2% | -64.2% | -24.4% |
| All | +178.0% | +341.2% | -163.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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