+68.1%
ACWI vs BR
+9.8%
+58.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +1.1% | -5.9% | +7.0% | +3.0% |
| 30D | -0.2% | +1.9% | -2.1% | -1.0% |
| 3M | +4.7% | +14.7% | -10.0% | -0.6% |
| 6M | +14.5% | -12.8% | +27.2% | +19.9% |
| YTD | +14.6% | -23.0% | +37.7% | +26.1% |
| 1Y | +21.4% | -31.7% | +53.1% | +40.6% |
| 3Y | +77.6% | -4.8% | +82.4% | +74.4% |
| 5Y | +68.1% | +7.8% | +60.3% | +45.8% |
| All | +68.1% | +9.8% | +58.3% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling