+572.8%
EFX vs ACWI
+330.0%
+242.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.7% | -2.4% | +5.1% | +4.8% |
| 30D | +33.1% | -5.2% | +38.3% | +39.3% |
| 3M | +8.2% | -4.8% | +13.0% | +12.8% |
| 6M | +10.2% | -1.3% | +11.5% | +10.3% |
| YTD | -11.8% | +8.4% | -20.2% | -19.2% |
| 1Y | -6.1% | +11.0% | -17.1% | -15.9% |
| 3Y | +7.5% | +70.6% | -63.1% | -34.5% |
| 5Y | -30.7% | +55.3% | -86.0% | -53.4% |
| 10Y | +68.7% | +223.2% | -154.5% | -40.1% |
| All | +572.8% | +330.0% | +242.8% | +79.6% |
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