+222.2%
ACWI vs USFR
+28.5%
+193.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | -2.8% | +0.4% | -3.2% | -3.0% |
| 3M | -3.2% | +1.1% | -4.2% | -3.6% |
| 6M | +1.3% | +2.0% | -0.7% | +0.3% |
| YTD | +11.2% | +3.4% | +7.8% | +9.3% |
| 1Y | +13.8% | +4.1% | +9.7% | +11.4% |
| 3Y | +76.2% | +14.3% | +61.9% | +64.2% |
| 5Y | +59.5% | +21.3% | +38.2% | +43.6% |
| 10Y | +222.2% | +28.5% | +193.7% | +183.8% |
| All | +222.2% | +28.5% | +193.7% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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