+408.8%
VUG vs ACWI
+226.7%
+182.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | -0.1% | +0.5% | -0.6% | -0.7% |
| 30D | -0.3% | +0.9% | -1.2% | -1.3% |
| 3M | -0.7% | +2.4% | -3.1% | -3.3% |
| 6M | +14.6% | +12.4% | +2.3% | 0.0% |
| YTD | +9.0% | +15.2% | -6.1% | -7.6% |
| 1Y | +14.9% | +22.7% | -7.8% | -9.6% |
| 3Y | +86.0% | +75.8% | +10.3% | -2.7% |
| 5Y | +76.7% | +67.7% | +9.0% | -1.3% |
| All | +408.8% | +226.7% | +182.1% | +42.9% |
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 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