+894.6%
FIX vs ACWI
+55.1%
+839.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.8% | -5.6% |
| 7D | -27.2% | -4.0% | -23.2% | -22.3% |
| 30D | -46.9% | -5.8% | -41.1% | -41.4% |
| 3M | -44.4% | -5.0% | -39.4% | -39.4% |
| 6M | -50.9% | +0.7% | -51.6% | -50.6% |
| YTD | +3.5% | +8.4% | -4.9% | -5.6% |
| 1Y | -2.1% | +10.1% | -12.2% | -12.2% |
| 3Y | +418.7% | +70.8% | +348.0% | +181.7% |
| 5Y | +894.6% | +55.4% | +839.2% | +518.0% |
| All | +894.6% | +55.1% | +839.5% | +518.0% |
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