+7.8%
ON vs ACWI
+54.8%
-47.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -11.7% | -2.4% | -9.3% | -6.6% |
| 30D | -23.3% | -5.2% | -18.1% | -13.3% |
| 3M | -19.2% | -4.8% | -14.3% | -8.9% |
| 6M | -40.1% | -1.3% | -38.8% | -35.9% |
| YTD | +16.9% | +8.4% | +8.5% | +3.0% |
| 1Y | +29.7% | +11.0% | +18.7% | +8.7% |
| 3Y | -4.4% | +70.6% | -75.0% | -65.4% |
| All | +7.8% | +54.8% | -47.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling