+659.7%
P vs ACWI
+219.2%
+440.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.8% | -12.6% | -10.2% |
| 7D | -31.9% | -4.0% | -27.9% | -26.6% |
| 30D | -36.5% | -5.8% | -30.7% | -29.1% |
| 3M | +11.6% | -5.0% | +16.6% | +23.3% |
| 6M | +25.2% | +0.7% | +24.5% | +27.5% |
| YTD | +39.4% | +8.4% | +31.0% | +27.3% |
| 1Y | -3.7% | +10.1% | -13.8% | -13.9% |
| 3Y | +167.3% | +70.8% | +96.5% | +29.4% |
| 5Y | +237.3% | +55.4% | +182.0% | +91.7% |
| All | +659.7% | +219.2% | +440.5% | +70.3% |
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