+225.2%
ACWI vs Z
-16.5%
+241.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.8% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | -1.7% | +5.2% | -6.9% | -2.8% |
| 3M | -3.9% | -17.0% | +13.1% | -1.9% |
| 6M | +0.8% | -22.7% | +23.4% | +3.6% |
| YTD | +11.0% | -56.3% | +67.4% | +23.7% |
| 1Y | +13.1% | -57.7% | +70.7% | +26.4% |
| 3Y | +73.9% | -16.5% | +90.4% | +70.1% |
| 5Y | +59.0% | -53.4% | +112.4% | +63.2% |
| All | +225.2% | -16.5% | +241.7% | +177.3% |
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