+373.4%
ETR vs ACWI
+220.7%
+152.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +2.6% | -0.2% | +2.7% | +2.6% |
| 30D | +8.7% | -3.3% | +11.9% | +10.9% |
| 3M | +6.4% | -3.4% | +9.8% | +8.6% |
| 6M | +0.7% | +0.8% | -0.1% | -0.3% |
| YTD | +23.0% | +10.7% | +12.3% | +14.0% |
| 1Y | +17.9% | +11.6% | +6.3% | +8.7% |
| 3Y | +154.9% | +73.4% | +81.5% | +70.3% |
| 5Y | +157.3% | +60.2% | +97.1% | +79.9% |
| 10Y | +373.4% | +221.6% | +151.8% | +88.2% |
| All | +373.4% | +220.7% | +152.7% | +88.2% |
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