+48.3%
D vs ACWI
+220.7%
-172.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | -0.2% | +2.5% | +2.4% |
| 30D | +10.9% | -3.3% | +14.2% | +12.7% |
| 3M | +2.8% | -3.4% | +6.2% | +4.5% |
| 6M | +12.7% | +0.8% | +11.9% | +11.7% |
| YTD | +20.3% | +10.7% | +9.6% | +12.8% |
| 1Y | +17.1% | +11.6% | +5.5% | +9.2% |
| 3Y | +75.1% | +73.4% | +1.8% | +24.2% |
| 5Y | +13.1% | +60.2% | -47.0% | -16.6% |
| 10Y | +48.3% | +221.6% | -173.3% | -34.5% |
| All | +48.3% | +220.7% | -172.4% | -34.5% |
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