+689.4%
VTI vs ACWI
+339.1%
+350.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -0.4% | -0.2% | -0.3% | -0.3% |
| 30D | -3.2% | -3.3% | 0.0% | -0.1% |
| 3M | -2.9% | -3.4% | +0.5% | +0.3% |
| 6M | +2.4% | +0.8% | +1.6% | +1.6% |
| YTD | +11.2% | +10.7% | +0.5% | +0.7% |
| 1Y | +11.6% | +11.6% | 0.0% | +0.3% |
| 3Y | +76.6% | +73.4% | +3.2% | +4.9% |
| 5Y | +65.3% | +60.2% | +5.1% | +6.3% |
| 10Y | +289.1% | +221.6% | +67.5% | +33.4% |
| All | +689.4% | +339.1% | +350.3% | +97.9% |
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