+1,216.9%
VST vs ACWI
+230.5%
+986.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +8.9% | +0.5% | +8.4% | +8.3% |
| 30D | +6.2% | +0.9% | +5.3% | +5.2% |
| 3M | -2.7% | +2.4% | -5.1% | -5.1% |
| 6M | -8.4% | +12.4% | -20.7% | -19.3% |
| YTD | -7.2% | +15.2% | -22.4% | -20.1% |
| 1Y | -20.9% | +22.7% | -43.6% | -36.2% |
| 3Y | +384.0% | +75.8% | +308.2% | +187.1% |
| 5Y | +757.1% | +67.7% | +689.3% | +426.1% |
| All | +1,216.9% | +230.5% | +986.3% | +359.4% |
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