-12.5%
F vs ACWI
+59.2%
-71.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.1% |
| 7D | +1.0% | -0.2% | +1.1% | +0.9% |
| 30D | +2.1% | -3.3% | +5.4% | +6.4% |
| 3M | -10.3% | -3.4% | -6.9% | -6.4% |
| 6M | +3.3% | +0.8% | +2.5% | +1.8% |
| YTD | -2.0% | +10.7% | -12.7% | -14.8% |
| 1Y | -2.3% | +11.6% | -13.9% | -15.9% |
| 3Y | +49.9% | +73.4% | -23.5% | -32.1% |
| 5Y | -12.5% | +60.2% | -72.6% | -54.1% |
| All | -12.5% | +59.2% | -71.6% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling