+330.1%
ACWI vs FDS
+692.1%
-361.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -4.0% | +6.4% | -10.4% | -6.5% |
| 30D | -5.8% | +25.2% | -31.0% | -14.5% |
| 3M | -5.0% | +22.9% | -27.9% | -13.9% |
| 6M | +0.7% | +56.5% | -55.8% | -20.0% |
| YTD | +8.4% | +19.0% | -10.5% | -4.5% |
| 1Y | +10.1% | +32.7% | -22.6% | -8.5% |
| 3Y | +70.8% | -20.4% | +91.2% | +76.6% |
| 5Y | +55.4% | -19.6% | +75.0% | +56.9% |
| 10Y | +223.3% | +148.5% | +74.8% | +69.3% |
| All | +330.1% | +692.1% | -361.9% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling