+82.7%
O vs ACWI
+220.7%
-138.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +10.4% | -3.3% | +13.7% | +12.9% |
| 3M | -2.4% | -3.4% | +1.0% | -0.2% |
| 6M | -1.2% | +0.8% | -2.0% | -2.6% |
| YTD | +10.4% | +10.7% | -0.3% | +0.8% |
| 1Y | +11.4% | +11.6% | -0.2% | +1.0% |
| 3Y | +40.4% | +73.4% | -33.0% | -13.6% |
| 5Y | +12.1% | +60.2% | -48.0% | -26.6% |
| 10Y | +82.7% | +221.6% | -138.8% | -35.9% |
| All | +82.7% | +220.7% | -138.0% | -35.9% |
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 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