+231.8%
ACWI vs BR
+185.2%
+46.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +2.0% |
| 30D | -0.6% | -2.5% | +1.9% | +0.2% |
| 3M | +4.3% | +13.5% | -9.2% | -1.7% |
| 6M | +12.7% | -9.4% | +22.1% | +16.3% |
| YTD | +13.9% | -23.3% | +37.2% | +25.8% |
| 1Y | +20.5% | -31.6% | +52.1% | +39.9% |
| 3Y | +76.5% | -5.1% | +81.6% | +73.6% |
| 5Y | +67.5% | +8.2% | +59.3% | +51.6% |
| 10Y | +231.8% | +189.8% | +42.0% | +103.4% |
| All | +231.8% | +185.2% | +46.7% | +103.4% |
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