+222.2%
ACWI vs Z
-11.7%
+233.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.0% |
| 7D | +0.3% | -5.2% | +5.5% | +1.0% |
| 30D | -2.8% | +5.7% | -8.6% | -4.0% |
| 3M | -3.2% | -8.7% | +5.6% | -2.5% |
| 6M | +1.3% | -26.0% | +27.2% | +4.9% |
| YTD | +11.2% | -55.0% | +66.3% | +23.4% |
| 1Y | +13.8% | -58.0% | +71.8% | +27.3% |
| 3Y | +76.2% | -15.2% | +91.4% | +72.0% |
| 5Y | +59.5% | -53.8% | +113.3% | +63.8% |
| 10Y | +222.2% | -14.5% | +236.7% | +174.4% |
| All | +222.2% | -11.7% | +233.9% | +174.4% |
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