+330.0%
ACWI vs VO
+524.2%
-194.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.4% | -2.6% | +0.2% | -0.1% |
| 30D | -5.2% | -0.9% | -4.2% | -4.4% |
| 3M | -4.8% | -3.0% | -1.8% | -2.2% |
| 6M | -1.3% | +2.2% | -3.5% | -3.2% |
| YTD | +8.4% | +10.6% | -2.2% | -0.8% |
| 1Y | +11.0% | +12.5% | -1.5% | +0.1% |
| 3Y | +70.6% | +61.4% | +9.2% | +11.3% |
| 5Y | +55.3% | +33.4% | +21.9% | +19.0% |
| 10Y | +223.2% | +201.5% | +21.6% | +17.1% |
| All | +330.0% | +524.2% | -194.2% | -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