+281.1%
ACWI vs USFR
+27.5%
+253.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.9% | +0.3% | +0.6% | +0.8% |
| 3M | +2.4% | +1.0% | +1.4% | +2.1% |
| 6M | +12.4% | +1.9% | +10.4% | +11.7% |
| YTD | +15.2% | +2.6% | +12.5% | +14.3% |
| 1Y | +22.7% | +4.0% | +18.7% | +21.2% |
| 3Y | +75.8% | +14.1% | +61.7% | +68.9% |
| 5Y | +67.7% | +20.4% | +47.3% | +58.5% |
| 10Y | +229.0% | +28.0% | +201.0% | +206.1% |
| All | +281.1% | +27.5% | +253.6% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling