+46.3%
FE vs ACWI
+55.1%
-8.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.0% |
| 7D | +0.6% | -4.0% | +4.6% | +1.8% |
| 30D | +6.4% | -5.8% | +12.2% | +8.4% |
| 3M | -0.5% | -5.0% | +4.6% | +1.1% |
| 6M | +4.7% | +0.7% | +4.0% | +4.1% |
| YTD | +8.4% | +8.4% | -0.1% | +4.7% |
| 1Y | +7.2% | +10.1% | -2.9% | +3.0% |
| 3Y | +44.9% | +70.8% | -25.9% | +13.3% |
| 5Y | +46.3% | +55.4% | -9.1% | +16.4% |
| All | +46.3% | +55.1% | -8.8% | +16.4% |
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