+166.5%
ET vs ACWI
+226.8%
-60.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.5% |
| 7D | -4.4% | +0.3% | -4.8% | -4.9% |
| 30D | -4.8% | -2.8% | -1.9% | -2.5% |
| 3M | -3.4% | -3.2% | -0.3% | -1.0% |
| 6M | +2.2% | +1.3% | +0.9% | -0.2% |
| YTD | +24.2% | +11.2% | +13.0% | +9.8% |
| 1Y | +24.5% | +13.8% | +10.7% | +7.4% |
| 3Y | +83.6% | +76.2% | +7.4% | +1.2% |
| 5Y | +203.4% | +59.5% | +143.9% | +83.9% |
| 10Y | +166.5% | +222.2% | -55.7% | -28.4% |
| All | +166.5% | +226.8% | -60.3% | -28.4% |
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