+588.9%
VST vs ACWI
+54.8%
+534.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -2.4% | -7.5% | -7.2% |
| 30D | -25.1% | -5.2% | -20.0% | -19.7% |
| 3M | -11.6% | -4.8% | -6.8% | -5.5% |
| 6M | -20.9% | -1.3% | -19.6% | -19.3% |
| YTD | -22.3% | +8.4% | -30.7% | -29.6% |
| 1Y | -32.0% | +11.0% | -43.0% | -40.3% |
| 3Y | +262.4% | +70.6% | +191.8% | +115.8% |
| All | +588.9% | +54.8% | +534.1% | +322.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling