+171.7%
VSH vs ACWI
+226.7%
-55.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | +4.1% | +0.5% | +3.6% | +3.2% |
| 30D | -4.2% | +0.9% | -5.0% | -5.3% |
| 3M | -50.0% | +2.4% | -52.4% | -50.8% |
| 6M | +80.2% | +12.4% | +67.8% | +55.5% |
| YTD | +121.1% | +15.2% | +105.9% | +84.3% |
| 1Y | +112.0% | +22.7% | +89.3% | +62.1% |
| 3Y | +22.5% | +75.8% | -53.3% | -41.9% |
| 5Y | +64.0% | +67.7% | -3.7% | -16.0% |
| All | +171.7% | +226.7% | -55.0% | -42.7% |
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