-9.9%
EFX vs ACWI
+78.9%
-88.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.3% |
| 7D | -8.6% | +0.5% | -9.1% | -9.1% |
| 30D | +0.1% | +0.9% | -0.8% | -0.8% |
| 3M | +3.8% | +2.4% | +1.4% | +0.9% |
| 6M | -13.5% | +12.4% | -25.9% | -24.7% |
| YTD | -17.7% | +15.2% | -32.8% | -30.3% |
| 1Y | -25.6% | +22.7% | -48.3% | -42.0% |
| All | -9.9% | +78.9% | -88.9% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling