+238.8%
EQX vs ACWI
+189.8%
+49.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | -3.2% | -1.0% | -2.2% | -2.4% |
| 30D | +7.8% | -0.9% | +8.6% | +8.7% |
| 3M | +21.3% | +3.5% | +17.8% | +18.6% |
| 6M | -22.4% | +12.8% | -35.3% | -28.3% |
| YTD | -11.3% | +14.0% | -25.3% | -18.5% |
| 1Y | +13.5% | +19.2% | -5.7% | +1.2% |
| 3Y | +162.1% | +75.1% | +87.0% | +79.2% |
| 5Y | +84.2% | +68.6% | +15.6% | +24.8% |
| All | +238.8% | +189.8% | +49.0% | +220.4% |
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