+1,381.0%
NET vs ACWI
+139.4%
+1,241.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -5.2% |
| 7D | -16.4% | -0.5% | -15.9% | -15.6% |
| 30D | -25.8% | -1.6% | -24.2% | -23.7% |
| 3M | -11.5% | -1.3% | -10.2% | -9.2% |
| 6M | +18.9% | +5.8% | +13.1% | +8.8% |
| YTD | +35.2% | +12.7% | +22.5% | +11.3% |
| 1Y | +14.5% | +15.0% | -0.6% | -8.6% |
| 3Y | +313.8% | +77.5% | +236.3% | +72.0% |
| 5Y | +32.6% | +61.9% | -29.3% | -33.5% |
| All | +1,381.0% | +139.4% | +1,241.6% | +464.9% |
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