+224.6%
VT vs ACWI
+227.3%
-2.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | 0.0% |
| 30D | -1.7% | -2.0% | +0.2% | +0.3% |
| 3M | -2.3% | -2.2% | -0.2% | -0.1% |
| 6M | +1.5% | +1.9% | -0.4% | -0.4% |
| YTD | +12.0% | +12.0% | +0.1% | 0.0% |
| 1Y | +12.9% | +12.5% | +0.3% | +0.3% |
| 3Y | +74.9% | +75.4% | -0.4% | -0.6% |
| 5Y | +59.9% | +61.5% | -1.6% | -1.2% |
| 10Y | +224.6% | +227.1% | -2.5% | -2.1% |
| All | +224.6% | +227.3% | -2.7% | -2.1% |
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 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