+222.2%
ACWI vs FIVE
+596.6%
-374.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.5% |
| 7D | +0.3% | +6.2% | -5.9% | -0.9% |
| 30D | -2.8% | +18.2% | -21.0% | -6.0% |
| 3M | -3.2% | +3.8% | -7.0% | -4.2% |
| 6M | +1.3% | +13.7% | -12.4% | -2.1% |
| YTD | +11.2% | +34.7% | -23.5% | +3.5% |
| 1Y | +13.8% | +66.6% | -52.9% | +1.4% |
| 3Y | +76.2% | +44.3% | +31.9% | +53.6% |
| 5Y | +59.5% | +18.8% | +40.7% | +40.4% |
| 10Y | +222.2% | +569.2% | -347.0% | +111.2% |
| All | +222.2% | +596.6% | -374.4% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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