+227.8%
VTV vs ACWI
+220.7%
+7.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | +3.2% | -3.3% | +6.5% | +6.1% |
| 3M | +1.7% | -3.4% | +5.1% | +4.6% |
| 6M | +11.0% | +0.8% | +10.2% | +9.7% |
| YTD | +21.0% | +10.7% | +10.3% | +9.8% |
| 1Y | +24.3% | +11.6% | +12.7% | +11.9% |
| 3Y | +76.9% | +73.4% | +3.6% | +5.9% |
| 5Y | +76.9% | +60.2% | +16.8% | +13.2% |
| 10Y | +227.8% | +221.6% | +6.2% | +8.0% |
| All | +227.8% | +220.7% | +7.1% | +8.0% |
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