+962.7%
VST vs ACWI
+223.5%
+739.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -15.7% |
| 7D | -15.7% | -0.5% | -15.3% | -15.5% |
| 30D | -17.0% | -1.6% | -15.3% | -15.4% |
| 3M | -15.9% | -1.3% | -14.5% | -14.5% |
| 6M | -25.0% | +5.8% | -30.8% | -29.4% |
| YTD | -25.1% | +12.7% | -37.8% | -34.0% |
| 1Y | -34.9% | +15.0% | -49.9% | -43.8% |
| 3Y | +252.7% | +77.5% | +175.1% | +108.5% |
| 5Y | +582.3% | +61.9% | +520.5% | +334.8% |
| 10Y | +1,076.6% | +236.1% | +840.4% | +308.9% |
| All | +962.7% | +223.5% | +739.2% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling