+62.5%
VUG vs ACWI
+58.7%
+3.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | +2.5% | +2.4% | +0.1% | -0.6% |
| 30D | -6.3% | -1.7% | -4.6% | -4.1% |
| 3M | -6.0% | -3.9% | -2.1% | -0.9% |
| 6M | -3.5% | +0.8% | -4.3% | -4.4% |
| YTD | +3.9% | +11.0% | -7.1% | -9.2% |
| 1Y | +5.1% | +13.1% | -8.0% | -10.4% |
| 3Y | +77.9% | +73.9% | +4.0% | -13.4% |
| All | +62.5% | +58.7% | +3.8% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling