+626.9%
FLEX vs ACWI
+220.7%
+406.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.9% |
| 7D | -13.6% | -0.2% | -13.5% | -13.0% |
| 30D | -36.5% | -3.3% | -33.2% | -32.1% |
| 3M | -36.4% | -3.4% | -33.0% | -31.6% |
| 6M | -46.5% | +0.8% | -47.3% | -45.4% |
| YTD | +25.9% | +10.7% | +15.2% | +13.2% |
| 1Y | +19.6% | +11.6% | +8.0% | +6.5% |
| 3Y | +287.0% | +73.4% | +213.6% | +84.1% |
| 5Y | +466.6% | +60.2% | +406.4% | +207.4% |
| 10Y | +626.9% | +221.6% | +405.4% | +69.5% |
| All | +626.9% | +220.7% | +406.2% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling