+147.3%
VXUS vs ACWI
+228.2%
-80.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.5% | +0.5% | +0.5% |
| 30D | +2.2% | +0.9% | +1.3% | +1.4% |
| 3M | +3.0% | +2.4% | +0.6% | +0.8% |
| 6M | +10.7% | +12.4% | -1.7% | -0.5% |
| YTD | +17.8% | +15.2% | +2.7% | +3.7% |
| 1Y | +27.6% | +22.7% | +4.9% | +5.8% |
| 3Y | +73.3% | +75.8% | -2.5% | +2.5% |
| 5Y | +54.3% | +67.7% | -13.4% | -4.9% |
| All | +147.3% | +228.2% | -80.9% | -21.9% |
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