+330.0%
ACWI vs DTE
+715.4%
-385.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.4% | -0.3% | -2.0% | -2.2% |
| 30D | -5.2% | +6.2% | -11.4% | -8.1% |
| 3M | -4.8% | -2.6% | -2.2% | -3.8% |
| 6M | -1.3% | -3.5% | +2.2% | -0.2% |
| YTD | +8.4% | +7.4% | +1.0% | +3.2% |
| 1Y | +11.0% | +4.2% | +6.8% | +7.3% |
| 3Y | +70.6% | +51.7% | +18.8% | +32.1% |
| 5Y | +55.3% | +39.7% | +15.6% | +23.4% |
| 10Y | +223.2% | +137.5% | +85.7% | +71.0% |
| All | +330.0% | +715.4% | -385.4% | -17.6% |
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