+59.1%
ACWI vs VCLT
-16.7%
+75.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.4% | -2.3% | +4.7% | +3.6% |
| 30D | -1.7% | +0.8% | -2.4% | -2.1% |
| 3M | -3.9% | -2.7% | -1.3% | -2.6% |
| 6M | +0.8% | -4.3% | +5.1% | +3.1% |
| YTD | +11.0% | -4.3% | +15.4% | +13.6% |
| 1Y | +13.1% | -4.4% | +17.5% | +15.7% |
| 3Y | +73.9% | +13.8% | +60.1% | +63.3% |
| All | +59.1% | -16.7% | +75.8% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling