+567.3%
VRT vs ACWI
+54.8%
+512.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | -21.4% | -2.4% | -19.0% | -16.9% |
| 30D | -25.8% | -5.2% | -20.6% | -15.7% |
| 3M | -33.5% | -4.8% | -28.7% | -24.8% |
| 6M | -49.0% | -1.3% | -47.7% | -46.0% |
| YTD | +12.9% | +8.4% | +4.6% | -1.3% |
| 1Y | 0.0% | +11.0% | -11.0% | -16.4% |
| 3Y | +361.8% | +70.6% | +291.3% | +73.4% |
| All | +567.3% | +54.8% | +512.5% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling