+1,917.9%
VRT vs ACWI
+149.2%
+1,768.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +5.6% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -17.4% | -2.8% | -14.6% | -12.9% |
| 3M | -26.4% | -3.2% | -23.2% | -21.6% |
| 6M | -41.0% | +1.3% | -42.3% | -40.6% |
| YTD | +23.8% | +11.2% | +12.6% | +10.1% |
| 1Y | +11.6% | +13.8% | -2.2% | -3.4% |
| 3Y | +403.5% | +76.2% | +327.3% | +161.3% |
| 5Y | +647.0% | +59.5% | +587.6% | +347.0% |
| All | +1,917.9% | +149.2% | +1,768.7% | +700.4% |
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