+254.6%
D vs ACWI
+356.8%
-102.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -3.6% | +0.9% | -4.4% | -4.0% |
| 3M | -1.0% | +2.4% | -3.4% | -2.5% |
| 6M | +6.3% | +12.4% | -6.1% | -0.8% |
| YTD | +14.7% | +15.2% | -0.5% | +5.5% |
| 1Y | +16.9% | +22.7% | -5.8% | +3.7% |
| 3Y | +56.8% | +75.8% | -19.0% | +12.4% |
| 5Y | +5.2% | +67.7% | -62.5% | -23.6% |
| 10Y | +35.9% | +229.0% | -193.1% | -34.2% |
| All | +254.6% | +356.8% | -102.3% | +34.7% |
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