+668.0%
BE vs ACWI
+146.1%
+521.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.3% |
| 7D | +10.8% | +2.4% | +8.4% | +6.0% |
| 30D | -19.8% | -1.7% | -18.1% | -14.9% |
| 3M | -18.7% | -3.9% | -14.8% | -8.4% |
| 6M | -33.7% | +0.8% | -34.5% | -29.9% |
| YTD | +121.0% | +11.0% | +109.9% | +96.1% |
| 1Y | +85.4% | +13.1% | +72.3% | +60.7% |
| 3Y | +1,709.5% | +73.9% | +1,635.6% | +615.1% |
| 5Y | +462.2% | +59.0% | +403.2% | +188.4% |
| All | +668.0% | +146.1% | +521.8% | +106.9% |
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