+788.1%
VOO vs ACWI
+404.0%
+384.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -2.4% | -0.4% | -0.4% |
| 30D | -5.4% | -5.2% | -0.2% | -0.3% |
| 3M | -4.1% | -4.8% | +0.8% | +0.7% |
| 6M | +0.7% | -1.3% | +2.1% | +2.0% |
| YTD | +8.7% | +8.4% | +0.3% | +0.3% |
| 1Y | +11.0% | +11.0% | -0.1% | 0.0% |
| 3Y | +75.5% | +70.6% | +4.9% | +4.4% |
| 5Y | +68.4% | +55.3% | +13.0% | +9.9% |
| 10Y | +315.7% | +223.2% | +92.5% | +39.0% |
| All | +788.1% | +404.0% | +384.1% | +101.2% |
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