+214.8%
B vs ACWI
+224.5%
-9.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -7.3% | +2.4% | -9.8% | -8.6% |
| 30D | -3.3% | -1.7% | -1.7% | -2.3% |
| 3M | -7.8% | -3.9% | -3.8% | -5.4% |
| 6M | -15.5% | +0.8% | -16.3% | -15.3% |
| YTD | -12.3% | +11.0% | -23.3% | -16.0% |
| 1Y | +5.4% | +13.1% | -7.7% | 0.0% |
| 3Y | +165.5% | +73.9% | +91.7% | +107.1% |
| 5Y | +107.0% | +59.0% | +48.0% | +64.5% |
| All | +214.8% | +224.5% | -9.6% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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