+247.2%
ACWI vs QSR
+218.5%
+28.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.5% | +2.4% | -1.9% | -0.3% |
| 30D | +0.9% | +7.6% | -6.8% | -1.5% |
| 3M | +2.4% | +12.6% | -10.2% | -1.7% |
| 6M | +12.4% | +14.4% | -2.0% | +6.9% |
| YTD | +15.2% | +19.6% | -4.5% | +7.8% |
| 1Y | +22.7% | +33.9% | -11.2% | +10.3% |
| 3Y | +75.8% | +27.1% | +48.7% | +58.4% |
| 5Y | +67.7% | +48.5% | +19.2% | +42.0% |
| 10Y | +229.0% | +126.2% | +102.8% | +132.8% |
| All | +247.2% | +218.5% | +28.6% | +124.8% |
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