+829.9%
ET vs ACWI
+330.0%
+500.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.9% | -2.4% | -5.5% | -6.0% |
| 30D | -5.9% | -5.2% | -0.7% | -1.6% |
| 3M | -5.2% | -4.8% | -0.4% | -1.4% |
| 6M | +0.3% | -1.3% | +1.6% | +0.3% |
| YTD | +23.1% | +8.4% | +14.7% | +12.0% |
| 1Y | +22.7% | +11.0% | +11.7% | +9.0% |
| 3Y | +75.4% | +70.6% | +4.8% | +3.9% |
| 5Y | +202.6% | +55.3% | +147.3% | +93.5% |
| 10Y | +213.0% | +223.2% | -10.2% | +5.1% |
| All | +829.9% | +330.0% | +500.0% | +134.8% |
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