+275.0%
D vs ACWI
+330.1%
-55.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +1.9% |
| 7D | +6.9% | -4.0% | +11.0% | +9.3% |
| 30D | +12.3% | -5.8% | +18.1% | +15.8% |
| 3M | +3.0% | -5.0% | +8.1% | +5.8% |
| 6M | +12.8% | +0.7% | +12.1% | +11.8% |
| YTD | +22.6% | +8.4% | +14.1% | +16.3% |
| 1Y | +21.7% | +10.1% | +11.5% | +14.3% |
| 3Y | +83.9% | +70.8% | +13.2% | +33.5% |
| 5Y | +14.0% | +55.4% | -41.4% | -13.7% |
| 10Y | +45.6% | +223.3% | -177.7% | -29.0% |
| All | +275.0% | +330.1% | -55.1% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling