+405.3%
VUG vs ACWI
+227.3%
+177.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.3% |
| 7D | -1.1% | -0.7% | -0.4% | -0.2% |
| 30D | -7.0% | -2.0% | -5.0% | -4.6% |
| 3M | -3.7% | -2.2% | -1.6% | -1.1% |
| 6M | -1.6% | +1.9% | -3.5% | -3.5% |
| YTD | +5.1% | +12.0% | -6.8% | -7.8% |
| 1Y | +3.8% | +12.5% | -8.8% | -9.5% |
| 3Y | +79.9% | +75.4% | +4.5% | -5.7% |
| 5Y | +66.4% | +61.5% | +4.9% | -2.9% |
| 10Y | +405.3% | +227.1% | +178.2% | +42.7% |
| All | +405.3% | +227.3% | +177.9% | +42.7% |
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