+225.4%
ACWI vs QSR
+133.7%
+91.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -1.9% | -4.7% | +2.8% | -0.4% |
| 30D | -1.3% | +4.3% | -5.6% | -2.7% |
| 3M | +5.0% | +5.4% | -0.5% | +2.8% |
| 6M | +11.7% | +8.2% | +3.6% | +8.1% |
| YTD | +13.0% | +14.1% | -1.2% | +7.1% |
| 1Y | +19.2% | +28.1% | -8.9% | +8.3% |
| 3Y | +75.0% | +25.3% | +49.7% | +57.7% |
| 5Y | +67.1% | +40.4% | +26.7% | +42.9% |
| All | +225.4% | +133.7% | +91.6% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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