+40.2%
EFX vs ACWI
+226.0%
-185.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -7.8% | +1.1% | -8.9% | -8.8% |
| 30D | -5.7% | -0.2% | -5.5% | -5.5% |
| 3M | +2.5% | +4.7% | -2.2% | -2.7% |
| 6M | -16.7% | +14.5% | -31.1% | -28.2% |
| YTD | -20.2% | +14.6% | -34.8% | -31.3% |
| 1Y | -31.4% | +21.4% | -52.8% | -44.5% |
| 3Y | -10.5% | +77.6% | -88.1% | -50.7% |
| 5Y | -35.2% | +68.1% | -103.3% | -62.1% |
| 10Y | +40.2% | +226.1% | -186.0% | -56.4% |
| All | +40.2% | +226.0% | -185.8% | -56.4% |
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