+232.9%
VTV vs ACWI
+226.5%
+6.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -0.5% | -0.6% | +0.1% | 0.0% |
| 3M | +5.3% | +4.3% | +1.0% | +1.3% |
| 6M | +12.9% | +12.7% | +0.2% | +1.1% |
| YTD | +18.5% | +13.9% | +4.5% | +5.0% |
| 1Y | +25.3% | +20.5% | +4.8% | +5.4% |
| 3Y | +68.2% | +76.5% | -8.3% | -0.7% |
| 5Y | +80.6% | +67.5% | +13.1% | +11.1% |
| 10Y | +232.9% | +231.8% | +1.1% | +5.6% |
| All | +232.9% | +226.5% | +6.4% | +5.6% |
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