+96.3%
VCIT vs ACWI
+404.9%
-308.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | +0.5% | -4.0% | +4.5% | +0.7% |
| 30D | +2.1% | -5.8% | +7.9% | +2.4% |
| 3M | -1.6% | -5.0% | +3.5% | -1.3% |
| 6M | -1.6% | +0.7% | -2.3% | -1.6% |
| YTD | -1.5% | +8.4% | -9.9% | -2.0% |
| 1Y | -0.4% | +10.1% | -10.5% | -0.9% |
| 3Y | +19.6% | +70.8% | -51.2% | +16.4% |
| 5Y | +3.3% | +55.4% | -52.1% | +0.4% |
| 10Y | +28.9% | +223.3% | -194.4% | +25.4% |
| All | +96.3% | +404.9% | -308.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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