+59.7%
FE vs ACWI
+330.1%
-270.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +2.2% |
| 7D | +0.6% | -4.0% | +4.6% | +3.1% |
| 30D | +6.4% | -5.8% | +12.2% | +10.3% |
| 3M | -0.5% | -5.0% | +4.6% | +2.6% |
| 6M | +4.7% | +0.7% | +4.0% | +3.6% |
| YTD | +8.4% | +8.4% | -0.1% | +1.9% |
| 1Y | +7.2% | +10.1% | -2.9% | -0.3% |
| 3Y | +44.9% | +70.8% | -25.9% | -0.7% |
| 5Y | +46.3% | +55.4% | -9.1% | +5.3% |
| 10Y | +110.3% | +223.3% | -113.1% | -8.8% |
| All | +59.7% | +330.1% | -270.4% | -49.7% |
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