+37.6%
B vs ACWI
+356.8%
-319.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +9.4% | +0.9% | +8.6% | +9.0% |
| 3M | +5.0% | +2.4% | +2.6% | +3.9% |
| 6M | -3.5% | +12.4% | -15.9% | -9.1% |
| YTD | +4.5% | +15.2% | -10.7% | -2.7% |
| 1Y | +67.8% | +22.7% | +45.1% | +51.3% |
| 3Y | +196.7% | +75.8% | +120.9% | +119.9% |
| 5Y | +151.9% | +67.7% | +84.2% | +89.6% |
| 10Y | +202.2% | +229.0% | -26.8% | +51.6% |
| All | +37.6% | +356.8% | -319.2% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling