+353.2%
ACWI vs FIVE
+826.1%
-472.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.4% | -3.1% |
| 7D | -4.0% | -1.7% | -2.3% | -3.7% |
| 30D | -5.8% | +14.9% | -20.7% | -8.1% |
| 3M | -5.0% | +7.6% | -12.7% | -6.6% |
| 6M | +0.7% | +6.4% | -5.7% | -1.2% |
| YTD | +8.4% | +28.1% | -19.7% | +2.6% |
| 1Y | +10.1% | +54.7% | -44.6% | +0.7% |
| 3Y | +70.8% | +36.1% | +34.7% | +52.2% |
| 5Y | +55.4% | +14.9% | +40.5% | +39.0% |
| 10Y | +223.3% | +578.8% | -355.5% | +113.9% |
| All | +353.2% | +826.1% | -472.9% | +182.3% |
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