+355.9%
F vs ACWI
+347.2%
+8.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +0.9% |
| 7D | +6.0% | -0.5% | +6.5% | +6.6% |
| 30D | +4.3% | -1.6% | +5.9% | +6.2% |
| 3M | -10.1% | -1.3% | -8.7% | -8.6% |
| 6M | +12.8% | +5.8% | +6.9% | +5.5% |
| YTD | -0.1% | +12.7% | -12.8% | -13.2% |
| 1Y | +3.7% | +15.0% | -11.3% | -12.1% |
| 3Y | +42.7% | +77.5% | -34.9% | -27.6% |
| 5Y | -11.0% | +61.9% | -72.9% | -48.2% |
| 10Y | +87.0% | +236.1% | -149.1% | -52.3% |
| All | +355.9% | +347.2% | +8.8% | +8.6% |
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