+426.1%
F vs ACWI
+356.8%
+69.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +0.5% | +4.8% | +4.7% |
| 30D | +4.6% | +0.9% | +3.7% | +3.6% |
| 3M | -3.7% | +2.4% | -6.1% | -6.5% |
| 6M | +16.8% | +12.4% | +4.4% | +1.9% |
| YTD | +15.3% | +15.2% | +0.1% | -2.3% |
| 1Y | +31.0% | +22.7% | +8.3% | +3.0% |
| 3Y | +45.4% | +75.8% | -30.3% | -25.3% |
| 5Y | +54.7% | +67.7% | -13.1% | -13.4% |
| 10Y | +98.2% | +229.0% | -130.8% | -48.1% |
| All | +426.1% | +356.8% | +69.3% | +22.3% |
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