+181.7%
EQX vs ACWI
+182.3%
-0.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -10.5% | +2.4% | -13.0% | -12.2% |
| 30D | +0.2% | -1.7% | +1.9% | +1.8% |
| 3M | -7.9% | -3.9% | -4.0% | -4.3% |
| 6M | -28.6% | +0.8% | -29.4% | -28.1% |
| YTD | -26.3% | +11.0% | -37.3% | -30.5% |
| 1Y | -20.2% | +13.1% | -33.3% | -25.7% |
| 3Y | +131.1% | +73.9% | +57.2% | +60.1% |
| 5Y | +21.7% | +59.0% | -37.4% | -14.4% |
| All | +181.7% | +182.3% | -0.6% | +173.3% |
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