+433.3%
VMC vs ACWI
+339.1%
+94.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.4% |
| 30D | +17.7% | -3.3% | +21.0% | +21.7% |
| 3M | +1.1% | -3.4% | +4.5% | +4.7% |
| 6M | +1.8% | +0.8% | +1.0% | +0.7% |
| YTD | +1.5% | +10.7% | -9.2% | -9.0% |
| 1Y | -1.1% | +11.6% | -12.7% | -12.1% |
| 3Y | +38.8% | +73.4% | -34.6% | -22.6% |
| 5Y | +49.6% | +60.2% | -10.6% | -9.1% |
| 10Y | +130.6% | +221.6% | -91.0% | -33.2% |
| All | +433.3% | +339.1% | +94.2% | +23.9% |
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