+67.3%
F vs ACWI
+224.5%
-157.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -3.1% | +2.4% | -5.5% | -6.0% |
| 30D | 0.0% | -1.7% | +1.7% | +1.8% |
| 3M | -13.2% | -3.9% | -9.3% | -9.0% |
| 6M | -10.2% | +0.8% | -11.0% | -11.4% |
| YTD | -4.9% | +11.0% | -16.0% | -16.7% |
| 1Y | -6.1% | +13.1% | -19.2% | -19.6% |
| 3Y | +46.0% | +73.9% | -27.9% | -27.6% |
| 5Y | -15.7% | +59.0% | -74.7% | -52.3% |
| All | +67.3% | +224.5% | -157.1% | -60.4% |
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