+216.7%
ACWI vs URA
+278.3%
-61.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.1% |
| 7D | -2.4% | -4.1% | +1.8% | -1.4% |
| 30D | -5.2% | -19.0% | +13.8% | -0.2% |
| 3M | -4.8% | -25.1% | +20.3% | +1.7% |
| 6M | -1.3% | -44.5% | +43.2% | +13.0% |
| YTD | +8.4% | -24.3% | +32.7% | +13.3% |
| 1Y | +11.0% | -28.1% | +39.1% | +17.2% |
| 3Y | +70.6% | +40.7% | +29.9% | +43.7% |
| 5Y | +55.3% | +35.5% | +19.9% | +27.3% |
| All | +216.7% | +278.3% | -61.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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