+231.8%
ACWI vs DTE
+136.5%
+95.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -0.6% | -0.5% | -0.1% | -0.4% |
| 3M | +4.3% | -6.0% | +10.3% | +6.4% |
| 6M | +12.7% | -7.2% | +19.9% | +15.3% |
| YTD | +13.9% | +7.2% | +6.8% | +10.2% |
| 1Y | +20.5% | +4.1% | +16.5% | +17.7% |
| 3Y | +76.5% | +46.9% | +29.7% | +48.5% |
| 5Y | +67.5% | +32.9% | +34.6% | +45.4% |
| 10Y | +231.8% | +144.5% | +87.4% | +127.2% |
| All | +231.8% | +136.5% | +95.4% | +127.2% |
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