+225.2%
ACWI vs QSR
+137.6%
+87.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.4% | -2.9% | +5.4% | +3.4% |
| 30D | -1.7% | +4.1% | -5.8% | -3.1% |
| 3M | -3.9% | -0.7% | -3.3% | -4.0% |
| 6M | +0.8% | +0.4% | +0.3% | 0.0% |
| YTD | +11.0% | +13.5% | -2.5% | +5.1% |
| 1Y | +13.1% | +11.0% | +2.1% | +7.8% |
| 3Y | +73.9% | +22.0% | +51.9% | +57.8% |
| 5Y | +59.0% | +57.1% | +2.0% | +30.7% |
| All | +225.2% | +137.6% | +87.6% | +128.3% |
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