-11.4%
F vs ACWI
+55.1%
-66.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +3.9% |
| 7D | +1.4% | -4.0% | +5.4% | +6.8% |
| 30D | +2.0% | -5.8% | +7.9% | +10.1% |
| 3M | -10.4% | -5.0% | -5.3% | -4.3% |
| 6M | +9.7% | +0.7% | +9.0% | +8.3% |
| YTD | -1.2% | +8.4% | -9.6% | -11.7% |
| 1Y | 0.0% | +10.1% | -10.1% | -12.5% |
| 3Y | +41.1% | +70.8% | -29.7% | -34.9% |
| 5Y | -11.4% | +55.4% | -66.8% | -51.8% |
| All | -11.4% | +55.1% | -66.5% | -51.8% |
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 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