+226.7%
ACWI vs Z
-1.7%
+228.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +0.5% | -3.0% | +3.5% | +0.9% |
| 30D | +0.9% | -4.2% | +5.0% | +1.3% |
| 3M | +2.4% | -3.7% | +6.1% | +2.5% |
| 6M | +12.4% | -24.5% | +36.9% | +16.3% |
| YTD | +15.2% | -49.3% | +64.5% | +26.1% |
| 1Y | +22.7% | -58.7% | +81.4% | +38.2% |
| 3Y | +75.8% | -34.1% | +109.9% | +79.3% |
| 5Y | +67.7% | -64.5% | +132.3% | +77.9% |
| All | +226.7% | -1.7% | +228.4% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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