+381.4%
ACWI vs FIVE
+868.1%
-486.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.9% |
| 7D | +0.5% | +4.3% | -3.8% | -0.3% |
| 30D | +0.9% | +12.5% | -11.6% | -1.4% |
| 3M | +2.4% | +31.2% | -28.8% | -2.7% |
| 6M | +12.4% | +14.4% | -2.0% | +8.8% |
| YTD | +15.2% | +33.9% | -18.7% | +8.3% |
| 1Y | +22.7% | +65.1% | -42.3% | +10.8% |
| 3Y | +75.8% | +49.0% | +26.8% | +54.2% |
| 5Y | +67.7% | +30.3% | +37.4% | +46.7% |
| 10Y | +229.0% | +481.1% | -252.1% | +120.8% |
| All | +381.4% | +868.1% | -486.8% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling