+234.0%
VNQ vs ACWI
+340.5%
-106.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +0.8% | +2.4% | -1.7% | -1.9% |
| 30D | +6.8% | -1.7% | +8.4% | +8.5% |
| 3M | -1.3% | -3.9% | +2.6% | +2.7% |
| 6M | +2.4% | +0.8% | +1.6% | +0.5% |
| YTD | +12.1% | +11.0% | +1.1% | -1.5% |
| 1Y | +12.0% | +13.1% | -1.1% | -3.7% |
| 3Y | +44.8% | +73.9% | -29.1% | -23.9% |
| 5Y | +6.9% | +59.0% | -52.2% | -38.4% |
| 10Y | +82.9% | +224.4% | -141.4% | -55.3% |
| All | +234.0% | +340.5% | -106.5% | -51.7% |
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