+1,678.9%
VRT vs ACWI
+142.9%
+1,536.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.8% | -10.2% | -8.1% |
| 7D | -28.1% | -4.0% | -24.1% | -23.2% |
| 30D | -30.2% | -5.8% | -24.4% | -22.9% |
| 3M | -36.4% | -5.0% | -31.4% | -30.4% |
| 6M | -48.2% | +0.7% | -48.9% | -47.3% |
| YTD | +9.2% | +8.4% | +0.7% | +0.7% |
| 1Y | -7.2% | +10.1% | -17.3% | -15.8% |
| 3Y | +338.7% | +70.8% | +267.9% | +138.1% |
| 5Y | +542.8% | +55.4% | +487.5% | +299.5% |
| All | +1,678.9% | +142.9% | +1,536.0% | +632.4% |
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 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