+509.9%
VTV vs ACWI
+356.8%
+153.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.1% |
| 30D | +1.1% | +0.9% | +0.2% | +0.3% |
| 3M | +5.9% | +2.4% | +3.5% | +3.4% |
| 6M | +11.6% | +12.4% | -0.7% | 0.0% |
| YTD | +19.8% | +15.2% | +4.7% | +4.9% |
| 1Y | +26.2% | +22.7% | +3.5% | +4.2% |
| 3Y | +68.5% | +75.8% | -7.3% | -0.5% |
| 5Y | +79.9% | +67.7% | +12.2% | +9.7% |
| 10Y | +229.7% | +229.0% | +0.7% | +7.9% |
| All | +509.9% | +356.8% | +153.1% | +43.3% |
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