+59.1%
ACWI vs FDS
-23.2%
+82.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.4% | +1.5% | +1.0% | +2.2% |
| 30D | -1.7% | +14.8% | -16.5% | -4.2% |
| 3M | -3.9% | +16.3% | -20.2% | -6.9% |
| 6M | +0.8% | +66.2% | -65.4% | -10.7% |
| YTD | +11.0% | +16.2% | -5.2% | +8.0% |
| 1Y | +13.1% | +21.8% | -8.8% | +7.9% |
| 3Y | +73.9% | -23.9% | +97.8% | +94.3% |
| All | +59.1% | -23.2% | +82.3% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling