+344.2%
ACWI vs DTE
+743.2%
-399.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -0.7% | +1.6% | -2.2% | -1.4% |
| 30D | -2.0% | +9.1% | -11.1% | -6.3% |
| 3M | -2.2% | +2.4% | -4.6% | -3.5% |
| 6M | +1.9% | -0.2% | +2.1% | +1.3% |
| YTD | +12.0% | +11.0% | +1.0% | +4.9% |
| 1Y | +12.5% | +3.4% | +9.1% | +9.3% |
| 3Y | +75.4% | +57.1% | +18.3% | +33.5% |
| 5Y | +61.5% | +46.6% | +15.0% | +25.2% |
| 10Y | +227.1% | +151.3% | +75.8% | +67.6% |
| All | +344.2% | +743.2% | -399.0% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling