+686.6%
P vs ACWI
+219.0%
+467.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | -23.8% | -2.4% | -21.5% | -20.3% |
| 30D | -36.6% | -5.2% | -31.4% | -30.0% |
| 3M | +10.9% | -4.8% | +15.7% | +22.2% |
| 6M | +30.0% | -1.3% | +31.3% | +36.8% |
| YTD | +44.4% | +8.4% | +36.0% | +31.9% |
| 1Y | +3.9% | +11.0% | -7.1% | -8.4% |
| 3Y | +176.6% | +70.6% | +106.0% | +34.1% |
| 5Y | +249.3% | +55.3% | +194.0% | +98.6% |
| All | +686.6% | +219.0% | +467.6% | +76.5% |
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