+227.1%
ACWI vs BR
+280.7%
-53.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -0.7% | +1.9% | -2.5% | -1.4% |
| 30D | -2.0% | +15.9% | -17.9% | -7.7% |
| 3M | -2.2% | +13.7% | -15.8% | -7.4% |
| 6M | +1.9% | +31.0% | -29.1% | -9.9% |
| YTD | +12.0% | -12.0% | +24.0% | +16.8% |
| 1Y | +12.5% | -11.5% | +24.0% | +17.0% |
| 3Y | +75.4% | +14.9% | +60.5% | +58.7% |
| 5Y | +61.5% | +20.1% | +41.4% | +40.3% |
| 10Y | +227.1% | +278.9% | -51.8% | +81.8% |
| All | +227.1% | +280.7% | -53.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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