+10,025.7%
FIX vs ACWI
+347.2%
+9,678.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.7% | -16.8% | -17.0% |
| 7D | -18.9% | -0.5% | -18.4% | -18.7% |
| 30D | -36.3% | -1.6% | -34.7% | -35.0% |
| 3M | -38.5% | -1.3% | -37.2% | -37.5% |
| 6M | -42.3% | +5.8% | -48.1% | -45.3% |
| YTD | +17.1% | +12.7% | +4.4% | +4.2% |
| 1Y | +14.4% | +15.0% | -0.6% | +0.1% |
| 3Y | +486.7% | +77.5% | +409.1% | +231.4% |
| 5Y | +1,083.7% | +61.9% | +1,021.9% | +642.1% |
| 10Y | +3,932.4% | +236.1% | +3,696.3% | +1,119.6% |
| All | +10,025.7% | +347.2% | +9,678.5% | +2,132.2% |
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 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