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  • VNQ vs ACWI✓SelectedUSD · ACWIVNQ vs ACWI performance historyLatest closeAs of-0.09%09/08
Stock and ETF performance explorer

VNQ vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5.5%
ACWI return
+67.7%
Excess return
-62.2%
Maximum drawdown
-34.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-0.1%-0.5%+0.4%+0.3%
7D-0.4%+1.1%-1.5%-1.2%
30D-2.5%-0.2%-2.3%-2.4%
3M+1.4%+4.7%-3.3%-2.5%
6M+4.6%+14.5%-9.9%-6.8%
YTD+10.5%+14.6%-4.1%-1.7%
1Y+8.4%+21.4%-13.0%-8.4%
3Y+32.4%+77.6%-45.2%-21.0%
5Y+5.5%+68.1%-62.6%-35.6%
All+5.5%+67.7%-62.2%-35.6%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling