+41.6%
D vs ACWI
+219.0%
-177.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | -2.4% | +5.3% | +4.2% |
| 30D | +11.5% | -5.2% | +16.7% | +14.5% |
| 3M | +3.7% | -4.8% | +8.6% | +6.3% |
| 6M | +13.5% | -1.3% | +14.9% | +13.8% |
| YTD | +20.7% | +8.4% | +12.3% | +14.5% |
| 1Y | +18.2% | +11.0% | +7.2% | +10.5% |
| 3Y | +73.3% | +70.6% | +2.8% | +23.9% |
| 5Y | +12.3% | +55.3% | -43.0% | -15.8% |
| All | +41.6% | +219.0% | -177.4% | -37.9% |
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