+225.2%
ACWI vs FDS
+127.7%
+97.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.4% | +1.5% | +1.0% | +2.0% |
| 30D | -1.7% | +14.8% | -16.5% | -5.8% |
| 3M | -3.9% | +16.3% | -20.2% | -8.8% |
| 6M | +0.8% | +66.2% | -65.4% | -16.3% |
| YTD | +11.0% | +16.2% | -5.2% | +3.2% |
| 1Y | +13.1% | +21.8% | -8.8% | +2.8% |
| 3Y | +73.9% | -23.9% | +97.8% | +87.4% |
| 5Y | +59.0% | -23.1% | +82.1% | +67.9% |
| All | +225.2% | +127.7% | +97.6% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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