+140.3%
VMC vs ACWI
+226.8%
-86.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | 0.0% |
| 7D | +0.3% | +0.3% | 0.0% | 0.0% |
| 30D | +18.6% | -2.8% | +21.4% | +21.9% |
| 3M | +2.0% | -3.2% | +5.2% | +5.2% |
| 6M | +2.6% | +1.3% | +1.3% | +1.1% |
| YTD | +2.3% | +11.2% | -9.0% | -8.2% |
| 1Y | +1.7% | +13.8% | -12.1% | -10.7% |
| 3Y | +41.7% | +76.2% | -34.5% | -20.2% |
| 5Y | +46.6% | +59.5% | -12.8% | -8.4% |
| 10Y | +140.3% | +222.2% | -81.9% | -33.7% |
| All | +140.3% | +226.8% | -86.6% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling