+38.1%
O vs ACWI
+70.3%
-32.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +3.7% | -2.4% | +6.1% | +4.2% |
| 30D | +11.2% | -5.2% | +16.4% | +12.4% |
| 3M | -4.0% | -4.8% | +0.8% | -3.0% |
| 6M | -5.2% | -1.3% | -3.9% | -5.2% |
| YTD | +9.5% | +8.4% | +1.1% | +6.5% |
| 1Y | +10.6% | +11.0% | -0.4% | +6.8% |
| 3Y | +38.1% | +70.6% | -32.4% | -1.1% |
| All | +38.1% | +70.3% | -32.2% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling