+229.6%
VNQ vs ACWI
+356.8%
-127.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.8% |
| 30D | -2.9% | +0.9% | -3.8% | -3.9% |
| 3M | +0.8% | +2.4% | -1.6% | -2.4% |
| 6M | +2.5% | +12.4% | -9.9% | -10.6% |
| YTD | +10.6% | +15.2% | -4.5% | -6.3% |
| 1Y | +9.1% | +22.7% | -13.6% | -14.1% |
| 3Y | +31.0% | +75.8% | -44.7% | -31.6% |
| 5Y | +4.9% | +67.7% | -62.8% | -42.9% |
| 10Y | +59.5% | +229.0% | -169.5% | -61.4% |
| All | +229.6% | +356.8% | -127.2% | -54.1% |
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