+792.6%
VGT vs ACWI
+226.0%
+566.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.8% | +1.1% | +0.8% | +0.4% |
| 30D | -0.3% | -0.2% | -0.1% | 0.0% |
| 3M | +3.4% | +4.7% | -1.3% | -2.3% |
| 6M | +35.0% | +14.5% | +20.5% | +13.8% |
| YTD | +28.8% | +14.6% | +14.1% | +8.5% |
| 1Y | +38.0% | +21.4% | +16.5% | +8.1% |
| 3Y | +125.8% | +77.6% | +48.2% | +10.7% |
| 5Y | +134.7% | +68.1% | +66.7% | +25.7% |
| 10Y | +792.6% | +226.1% | +566.5% | +125.5% |
| All | +792.6% | +226.0% | +566.6% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling