+1,740.6%
VRT vs ACWI
+142.8%
+1,597.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -21.4% | -2.4% | -19.0% | -18.2% |
| 30D | -25.8% | -5.2% | -20.6% | -18.9% |
| 3M | -33.5% | -4.8% | -28.7% | -27.5% |
| 6M | -49.0% | -1.3% | -47.7% | -46.6% |
| YTD | +12.9% | +8.4% | +4.6% | +4.3% |
| 1Y | 0.0% | +11.0% | -11.0% | -10.3% |
| 3Y | +361.8% | +70.6% | +291.3% | +151.1% |
| 5Y | +565.1% | +55.3% | +509.8% | +313.6% |
| All | +1,740.6% | +142.8% | +1,597.8% | +658.2% |
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 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