+111.1%
VSH vs ACWI
+224.5%
-113.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.8% |
| 7D | +14.3% | +2.4% | +11.9% | +10.5% |
| 30D | -7.9% | -1.7% | -6.2% | -3.8% |
| 3M | -19.9% | -3.9% | -15.9% | -12.7% |
| 6M | -30.5% | +0.8% | -31.3% | -28.1% |
| YTD | +85.7% | +11.0% | +74.6% | +67.3% |
| 1Y | +98.9% | +13.1% | +85.8% | +75.0% |
| 3Y | +32.1% | +73.9% | -41.8% | -34.8% |
| 5Y | +39.7% | +59.0% | -19.4% | -20.8% |
| All | +111.1% | +224.5% | -113.3% | -55.9% |
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