+116.6%
VSH vs ACWI
+226.8%
-110.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.8% | +9.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.8% |
| 30D | -22.4% | -2.8% | -19.6% | -17.4% |
| 3M | -25.2% | -3.2% | -22.0% | -19.7% |
| 6M | -22.5% | +1.3% | -23.8% | -20.5% |
| YTD | +84.2% | +11.2% | +73.0% | +65.3% |
| 1Y | +87.1% | +13.8% | +73.3% | +62.8% |
| 3Y | +31.7% | +76.2% | -44.5% | -36.3% |
| 5Y | +42.6% | +59.5% | -16.9% | -19.6% |
| 10Y | +116.6% | +222.2% | -105.6% | -52.7% |
| All | +116.6% | +226.8% | -110.2% | -52.7% |
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