+59.1%
ACWI vs NYT
+60.3%
-1.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +2.4% | +6.5% | -4.1% | +1.1% |
| 30D | -1.7% | +8.4% | -10.1% | -3.3% |
| 3M | -3.9% | +13.9% | -17.9% | -6.8% |
| 6M | +0.8% | -4.8% | +5.6% | +1.1% |
| YTD | +11.0% | +6.2% | +4.9% | +8.0% |
| 1Y | +13.1% | +14.3% | -1.2% | +7.9% |
| 3Y | +73.9% | +73.6% | +0.3% | +45.7% |
| All | +59.1% | +60.3% | -1.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling