+222.2%
ACWI vs VO
+206.8%
+15.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +0.3% |
| 7D | +0.3% | -0.1% | +0.5% | +0.5% |
| 30D | -2.8% | +0.5% | -3.3% | -3.2% |
| 3M | -3.2% | -1.0% | -2.1% | -2.3% |
| 6M | +1.3% | +6.4% | -5.1% | -3.9% |
| YTD | +11.2% | +13.6% | -2.4% | -0.1% |
| 1Y | +13.8% | +14.5% | -0.7% | +1.5% |
| 3Y | +76.2% | +67.2% | +9.0% | +13.7% |
| 5Y | +59.5% | +36.1% | +23.4% | +21.7% |
| 10Y | +222.2% | +199.3% | +22.9% | +28.6% |
| All | +222.2% | +206.8% | +15.4% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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