-31.3%
EFX vs ACWI
+54.8%
-86.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | +2.7% | -2.4% | +5.1% | +5.2% |
| 30D | +33.1% | -5.2% | +38.3% | +40.6% |
| 3M | +8.2% | -4.8% | +13.0% | +13.7% |
| 6M | +10.2% | -1.3% | +11.5% | +10.0% |
| YTD | -11.8% | +8.4% | -20.2% | -21.6% |
| 1Y | -6.1% | +11.0% | -17.1% | -19.1% |
| 3Y | +7.5% | +70.6% | -63.1% | -46.2% |
| All | -31.3% | +54.8% | -86.1% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling