+227.8%
VST vs ACWI
+70.4%
+157.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.8% | -2.3% | +0.9% |
| 7D | -19.9% | -4.0% | -15.9% | -14.0% |
| 30D | -29.7% | -5.8% | -23.8% | -21.4% |
| 3M | -19.6% | -5.0% | -14.5% | -11.4% |
| 6M | -29.4% | +0.7% | -30.1% | -30.7% |
| YTD | -29.7% | +8.4% | -38.1% | -40.3% |
| 1Y | -40.0% | +10.1% | -50.2% | -50.7% |
| All | +227.8% | +70.4% | +157.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling