+78.2%
O vs ACWI
+226.8%
-148.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.1% |
| 7D | +3.3% | +0.3% | +3.0% | +3.0% |
| 30D | +10.3% | -2.8% | +13.2% | +12.4% |
| 3M | -3.5% | -3.2% | -0.3% | -1.4% |
| 6M | -1.3% | +1.3% | -2.6% | -3.0% |
| YTD | +10.3% | +11.2% | -0.9% | +0.4% |
| 1Y | +10.4% | +13.8% | -3.4% | -1.4% |
| 3Y | +40.0% | +76.2% | -36.2% | -15.0% |
| 5Y | +12.4% | +59.5% | -47.1% | -26.1% |
| 10Y | +78.2% | +222.2% | -144.0% | -38.5% |
| All | +78.2% | +226.8% | -148.6% | -38.5% |
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