-33.5%
QS vs ACWI
+74.6%
-108.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -4.5% |
| 7D | -14.0% | +2.4% | -16.5% | -18.5% |
| 30D | -6.4% | -1.7% | -4.7% | -2.4% |
| 3M | -40.3% | -3.9% | -36.3% | -34.1% |
| 6M | -57.5% | +0.8% | -58.3% | -56.6% |
| YTD | -64.7% | +11.0% | -75.7% | -69.9% |
| 1Y | -72.9% | +13.1% | -86.0% | -77.6% |
| 3Y | -33.5% | +73.9% | -107.3% | -79.2% |
| All | -33.5% | +74.6% | -108.0% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling