+33.2%
Q vs ACWI
+12.7%
+20.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | -0.5% |
| 7D | +6.6% | -0.7% | +7.2% | +8.6% |
| 30D | +2.7% | -2.0% | +4.7% | +8.7% |
| 3M | -8.4% | -2.2% | -6.2% | -2.7% |
| 6M | -17.3% | +1.9% | -19.2% | -19.7% |
| YTD | +55.3% | +12.0% | +43.3% | +20.7% |
| 1Y | +31.5% | +12.5% | +18.9% | +0.5% |
| All | +33.2% | +12.7% | +20.5% | +2.2% |
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