+213.0%
VT vs ACWI
+219.2%
-6.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -0.2% |
| 7D | -4.2% | -4.0% | -0.2% | -0.1% |
| 30D | -5.8% | -5.8% | 0.0% | 0.0% |
| 3M | -5.2% | -5.0% | -0.2% | -0.2% |
| 6M | +0.1% | +0.7% | -0.6% | -0.6% |
| YTD | +8.2% | +8.4% | -0.2% | -0.2% |
| 1Y | +10.1% | +10.1% | 0.0% | 0.0% |
| 3Y | +69.7% | +70.8% | -1.1% | -1.0% |
| 5Y | +53.4% | +55.4% | -2.0% | -1.5% |
| All | +213.0% | +219.2% | -6.2% | -2.5% |
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