+2,723.0%
VRT vs ACWI
+158.0%
+2,565.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | +0.5% | +8.6% | +8.3% |
| 30D | +0.9% | +0.9% | +0.1% | -0.3% |
| 3M | -13.4% | +2.4% | -15.8% | -15.2% |
| 6M | +11.7% | +12.4% | -0.7% | -4.3% |
| YTD | +73.2% | +15.2% | +58.1% | +44.2% |
| 1Y | +123.4% | +22.7% | +100.7% | +71.3% |
| 3Y | +606.2% | +75.8% | +530.4% | +261.2% |
| 5Y | +899.9% | +67.7% | +832.2% | +453.0% |
| All | +2,723.0% | +158.0% | +2,565.0% | +948.6% |
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 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