+356.8%
ACWI vs FDS
+602.5%
-245.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.2% |
| 30D | +0.9% | +9.0% | -8.2% | -3.0% |
| 3M | +2.4% | +18.9% | -16.5% | -6.6% |
| 6M | +12.4% | +35.1% | -22.8% | -5.0% |
| YTD | +15.2% | +5.5% | +9.7% | +7.6% |
| 1Y | +22.7% | -16.8% | +39.5% | +26.5% |
| 3Y | +75.8% | -28.1% | +103.8% | +90.9% |
| 5Y | +67.7% | -17.4% | +85.1% | +66.4% |
| 10Y | +229.0% | +85.4% | +143.6% | +100.3% |
| All | +356.8% | +602.5% | -245.7% | +10.2% |
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