+226.1%
ACWI vs EFV
+162.4%
+63.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | +2.7% | +0.7% | +2.0% | +2.0% |
| 30D | -2.6% | +2.0% | -4.6% | -4.3% |
| 3M | -3.2% | -1.6% | -1.5% | -1.9% |
| 6M | +1.9% | +5.8% | -3.9% | -3.0% |
| YTD | +11.3% | +15.6% | -4.3% | -2.0% |
| 1Y | +11.7% | +19.0% | -7.3% | -4.1% |
| 3Y | +74.4% | +90.7% | -16.3% | -0.9% |
| 5Y | +59.5% | +92.8% | -33.3% | -10.6% |
| All | +226.1% | +162.4% | +63.8% | +45.2% |
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