+641.7%
BE vs ACWI
+145.4%
+496.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.4% |
| 7D | -13.4% | -0.2% | -13.2% | -12.1% |
| 30D | -33.9% | -3.3% | -30.6% | -27.4% |
| 3M | -12.0% | -3.4% | -8.6% | -2.1% |
| 6M | -29.0% | +0.8% | -29.8% | -25.0% |
| YTD | +113.4% | +10.7% | +102.7% | +90.0% |
| 1Y | +33.2% | +11.6% | +21.6% | +18.9% |
| 3Y | +1,659.2% | +73.4% | +1,585.8% | +597.4% |
| 5Y | +461.4% | +60.2% | +401.2% | +183.6% |
| All | +641.7% | +145.4% | +496.3% | +100.5% |
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