-53.8%
QS vs ACWI
+114.9%
-168.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +1.1% |
| 7D | +13.7% | +0.3% | +13.4% | +13.3% |
| 30D | -0.2% | -2.8% | +2.6% | +6.8% |
| 3M | -24.8% | -3.2% | -21.7% | -18.7% |
| 6M | -39.4% | +1.3% | -40.7% | -38.8% |
| YTD | -56.1% | +11.2% | -67.4% | -62.9% |
| 1Y | -72.5% | +13.8% | -86.3% | -77.8% |
| 3Y | -16.3% | +76.2% | -92.5% | -71.9% |
| 5Y | -87.6% | +59.5% | -147.0% | -94.8% |
| All | -53.8% | +114.9% | -168.7% | -78.6% |
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