+142.3%
VXUS vs ACWI
+226.8%
-84.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.4% |
| 7D | +0.8% | +0.3% | +0.4% | +0.5% |
| 30D | -1.9% | -2.8% | +0.9% | +0.8% |
| 3M | -4.4% | -3.2% | -1.2% | -1.5% |
| 6M | -2.0% | +1.3% | -3.2% | -3.0% |
| YTD | +11.1% | +11.2% | -0.1% | +1.0% |
| 1Y | +15.1% | +13.8% | +1.3% | +2.5% |
| 3Y | +70.4% | +76.2% | -5.8% | +0.7% |
| 5Y | +47.2% | +59.5% | -12.3% | -4.8% |
| 10Y | +142.3% | +222.2% | -79.9% | -23.7% |
| All | +142.3% | +226.8% | -84.6% | -23.7% |
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