+182.6%
ACWI vs FND
+69.4%
+113.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.4% | +7.7% | -10.0% | -3.9% |
| 30D | -5.2% | +11.9% | -17.0% | -7.6% |
| 3M | -4.8% | -14.6% | +9.7% | -2.3% |
| 6M | -1.3% | +0.5% | -1.8% | -2.7% |
| YTD | +8.4% | -15.8% | +24.2% | +9.9% |
| 1Y | +11.0% | -12.9% | +24.0% | +11.6% |
| 3Y | +70.6% | -34.2% | +104.7% | +75.0% |
| 5Y | +55.3% | -61.6% | +116.9% | +71.1% |
| All | +182.6% | +69.4% | +113.1% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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