+207.0%
C vs ACWI
+224.5%
-17.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.3% |
| 7D | +4.2% | +2.4% | +1.7% | +0.7% |
| 30D | +2.0% | -1.7% | +3.6% | +4.3% |
| 3M | -10.1% | -3.9% | -6.2% | -5.1% |
| 6M | +1.0% | +0.8% | +0.2% | -0.2% |
| YTD | +8.5% | +11.0% | -2.6% | -6.2% |
| 1Y | +25.7% | +13.1% | +12.6% | +6.0% |
| 3Y | +216.0% | +73.9% | +142.1% | +47.9% |
| 5Y | +112.3% | +59.0% | +53.3% | +12.7% |
| All | +207.0% | +224.5% | -17.4% | -40.0% |
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