+76.9%
VUG vs ACWI
+74.9%
+2.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -0.9% |
| 30D | -8.9% | -3.3% | -5.6% | -4.9% |
| 3M | -5.9% | -3.4% | -2.5% | -1.6% |
| 6M | -3.3% | +0.8% | -4.1% | -4.0% |
| YTD | +3.4% | +10.7% | -7.3% | -8.9% |
| 1Y | +1.9% | +11.6% | -9.7% | -11.1% |
| 3Y | +76.9% | +73.4% | +3.5% | -7.6% |
| All | +76.9% | +74.9% | +2.0% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling