+78.5%
ACWI vs BR
-1.3%
+79.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +0.6% |
| 7D | +0.5% | -5.3% | +5.8% | +1.6% |
| 30D | +0.9% | +6.4% | -5.6% | -0.5% |
| 3M | +2.4% | +13.6% | -11.2% | -0.4% |
| 6M | +12.4% | -6.7% | +19.1% | +15.0% |
| YTD | +15.2% | -21.1% | +36.3% | +24.8% |
| 1Y | +22.7% | -29.6% | +52.3% | +38.8% |
| All | +78.5% | -1.3% | +79.8% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling