+142.4%
EFA vs ACWI
+226.0%
-83.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.2% |
| 30D | -0.7% | -0.2% | -0.5% | -0.6% |
| 3M | +6.4% | +4.7% | +1.7% | +2.0% |
| 6M | +11.4% | +14.5% | -3.1% | -1.6% |
| YTD | +14.0% | +14.6% | -0.6% | +0.6% |
| 1Y | +20.2% | +21.4% | -1.2% | +0.6% |
| 3Y | +68.2% | +77.6% | -9.4% | -1.2% |
| 5Y | +54.8% | +68.1% | -13.3% | -4.6% |
| 10Y | +142.4% | +226.1% | -83.7% | -20.5% |
| All | +142.4% | +226.0% | -83.6% | -20.5% |
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