+51.5%
FE vs ACWI
+76.1%
-24.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | -1.2% | +0.9% | -2.0% | -1.3% |
| 3M | +3.5% | +2.4% | +1.1% | +3.1% |
| 6M | -6.1% | +12.4% | -18.4% | -8.2% |
| YTD | +7.6% | +15.2% | -7.6% | +4.6% |
| 1Y | +11.9% | +22.7% | -10.8% | +7.1% |
| All | +51.5% | +76.1% | -24.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling