+402.5%
ACWI vs VCLT
+102.2%
+300.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | +0.3% | -2.6% | -2.4% |
| 30D | -5.2% | +3.7% | -8.8% | -5.8% |
| 3M | -4.8% | -1.0% | -3.9% | -4.7% |
| 6M | -1.3% | -3.4% | +2.0% | -0.7% |
| YTD | +8.4% | -2.6% | +11.0% | +8.9% |
| 1Y | +11.0% | -3.3% | +14.3% | +11.7% |
| 3Y | +70.6% | +17.3% | +53.2% | +66.9% |
| 5Y | +55.3% | -17.0% | +72.3% | +53.6% |
| 10Y | +223.2% | +18.1% | +205.1% | +240.0% |
| All | +402.5% | +102.2% | +300.3% | +607.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling