+147.1%
VXUS vs ACWI
+227.3%
-80.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | -0.1% |
| 7D | -0.5% | -0.7% | +0.1% | +0.1% |
| 30D | -1.2% | -2.0% | +0.8% | +0.7% |
| 3M | -3.8% | -2.2% | -1.7% | -1.8% |
| 6M | -1.7% | +1.9% | -3.5% | -3.2% |
| YTD | +11.4% | +12.0% | -0.6% | +0.7% |
| 1Y | +13.3% | +12.5% | +0.8% | +1.9% |
| 3Y | +70.0% | +75.4% | -5.4% | +0.9% |
| 5Y | +48.1% | +61.5% | -13.4% | -5.3% |
| 10Y | +147.1% | +227.1% | -80.1% | -23.1% |
| All | +147.1% | +227.3% | -80.3% | -23.1% |
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