+58.6%
FE vs ACWI
+356.8%
-298.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -1.2% | +0.9% | -2.0% | -1.7% |
| 3M | +3.5% | +2.4% | +1.1% | +1.6% |
| 6M | -6.1% | +12.4% | -18.4% | -13.3% |
| YTD | +7.6% | +15.2% | -7.6% | -2.4% |
| 1Y | +11.9% | +22.7% | -10.8% | -2.7% |
| 3Y | +48.4% | +75.8% | -27.4% | +0.2% |
| 5Y | +44.8% | +67.7% | -22.9% | -0.6% |
| 10Y | +115.9% | +229.0% | -113.1% | -7.1% |
| All | +58.6% | +356.8% | -298.2% | -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 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