+227.1%
ACWI vs DTE
+151.0%
+76.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | +1.6% | -2.2% | -1.2% |
| 30D | -2.0% | +9.1% | -11.1% | -5.1% |
| 3M | -2.2% | +2.4% | -4.6% | -3.1% |
| 6M | +1.9% | -0.2% | +2.1% | +1.5% |
| YTD | +12.0% | +11.0% | +1.0% | +6.8% |
| 1Y | +12.5% | +3.4% | +9.1% | +10.3% |
| 3Y | +75.4% | +57.1% | +18.3% | +43.8% |
| 5Y | +61.5% | +46.6% | +15.0% | +34.7% |
| 10Y | +227.1% | +151.3% | +75.8% | +127.4% |
| All | +227.1% | +151.0% | +76.1% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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