+231.8%
ACWI vs EFV
+162.1%
+69.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | +4.3% | +8.4% | -4.2% | -2.7% |
| 6M | +12.7% | +12.3% | +0.3% | +1.9% |
| YTD | +13.9% | +17.4% | -3.5% | -0.9% |
| 1Y | +20.5% | +27.1% | -6.6% | -2.2% |
| 3Y | +76.5% | +90.7% | -14.2% | +0.4% |
| 5Y | +67.5% | +95.6% | -28.1% | -7.2% |
| 10Y | +231.8% | +165.3% | +66.6% | +42.9% |
| All | +231.8% | +162.1% | +69.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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