+222.2%
ACWI vs VCLT
+20.2%
+202.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +0.3% | +1.2% | -0.9% | -0.2% |
| 30D | -2.8% | +3.4% | -6.2% | -4.2% |
| 3M | -3.2% | -0.9% | -2.3% | -2.8% |
| 6M | +1.3% | -3.1% | +4.4% | +2.7% |
| YTD | +11.2% | -2.4% | +13.6% | +12.4% |
| 1Y | +13.8% | -2.7% | +16.4% | +15.1% |
| 3Y | +76.2% | +16.9% | +59.3% | +65.3% |
| 5Y | +59.5% | -17.0% | +76.5% | +67.5% |
| 10Y | +222.2% | +22.1% | +200.1% | +213.8% |
| All | +222.2% | +20.2% | +202.0% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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