+59.5%
ACWI vs Z
-55.0%
+114.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.0% |
| 7D | +0.3% | -5.2% | +5.5% | +1.1% |
| 30D | -2.8% | +5.7% | -8.6% | -4.1% |
| 3M | -3.2% | -8.7% | +5.6% | -2.4% |
| 6M | +1.3% | -26.0% | +27.2% | +5.3% |
| YTD | +11.2% | -55.0% | +66.3% | +25.0% |
| 1Y | +13.8% | -58.0% | +71.8% | +29.2% |
| 3Y | +76.2% | -15.2% | +91.4% | +69.6% |
| 5Y | +59.5% | -53.8% | +113.3% | +58.4% |
| All | +59.5% | -55.0% | +114.5% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling