+503.4%
VTV vs ACWI
+330.0%
+173.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -2.2% | -2.4% | +0.2% | -0.1% |
| 30D | +2.2% | -5.2% | +7.4% | +7.1% |
| 3M | +0.3% | -4.8% | +5.1% | +4.7% |
| 6M | +8.3% | -1.3% | +9.6% | +9.1% |
| YTD | +18.5% | +8.4% | +10.1% | +9.4% |
| 1Y | +23.0% | +11.0% | +12.0% | +11.0% |
| 3Y | +72.6% | +70.6% | +2.1% | +4.6% |
| 5Y | +73.3% | +55.3% | +17.9% | +13.1% |
| 10Y | +238.2% | +223.2% | +15.0% | +12.3% |
| All | +503.4% | +330.0% | +173.4% | +49.5% |
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 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