+235.7%
ACWI vs QSR
+202.6%
+33.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.1% |
| 7D | +2.7% | -3.9% | +6.6% | +4.0% |
| 30D | -2.6% | +5.9% | -8.5% | -4.5% |
| 3M | -3.2% | +1.7% | -4.8% | -4.0% |
| 6M | +1.9% | -1.9% | +3.7% | +1.8% |
| YTD | +11.3% | +13.6% | -2.3% | +5.6% |
| 1Y | +11.7% | +13.1% | -1.5% | +6.0% |
| 3Y | +74.4% | +21.8% | +52.6% | +59.1% |
| 5Y | +59.5% | +57.2% | +2.3% | +32.4% |
| 10Y | +225.2% | +138.5% | +86.7% | +127.1% |
| All | +235.7% | +202.6% | +33.1% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling