+68.1%
ACWI vs QSR
+46.1%
+22.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.2% | +5.9% | -6.1% | -2.0% |
| 3M | +4.7% | +10.5% | -5.8% | +1.2% |
| 6M | +14.5% | +7.7% | +6.8% | +11.0% |
| YTD | +14.6% | +16.8% | -2.2% | +7.8% |
| 1Y | +21.4% | +30.9% | -9.4% | +9.2% |
| 3Y | +77.6% | +28.2% | +49.4% | +56.4% |
| 5Y | +68.1% | +45.0% | +23.1% | +32.0% |
| All | +68.1% | +46.1% | +22.0% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling