-43.5%
QS vs ACWI
+121.5%
-165.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.0% |
| 7D | +2.2% | +1.1% | +1.1% | -0.2% |
| 30D | -8.1% | -0.2% | -7.9% | -7.5% |
| 3M | -27.0% | +4.7% | -31.7% | -32.8% |
| 6M | -16.4% | +14.5% | -30.9% | -34.9% |
| YTD | -46.4% | +14.6% | -61.0% | -57.8% |
| 1Y | -41.1% | +21.4% | -62.5% | -58.3% |
| 3Y | -18.6% | +77.6% | -96.2% | -73.1% |
| 5Y | -73.0% | +68.1% | -141.1% | -89.7% |
| All | -43.5% | +121.5% | -165.0% | -75.7% |
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