+330.1%
ACWI vs VO
+525.0%
-194.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -0.7% |
| 7D | -4.0% | -3.3% | -0.7% | -1.1% |
| 30D | -5.8% | -1.8% | -4.0% | -4.2% |
| 3M | -5.0% | -3.4% | -1.7% | -2.1% |
| 6M | +0.7% | +3.0% | -2.3% | -1.8% |
| YTD | +8.4% | +10.7% | -2.3% | -0.8% |
| 1Y | +10.1% | +11.8% | -1.7% | -0.2% |
| 3Y | +70.8% | +60.4% | +10.4% | +12.1% |
| 5Y | +55.4% | +33.6% | +21.8% | +18.9% |
| 10Y | +223.3% | +202.0% | +21.3% | +17.0% |
| All | +330.1% | +525.0% | -194.9% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling