-73.6%
QS vs ACWI
+68.5%
-142.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -3.6% |
| 30D | -0.7% | +0.9% | -1.6% | -2.5% |
| 3M | -39.6% | +2.4% | -42.0% | -41.6% |
| 6M | -21.7% | +12.4% | -34.1% | -38.6% |
| YTD | -47.4% | +15.2% | -62.6% | -60.7% |
| 1Y | -28.4% | +22.7% | -51.1% | -53.0% |
| 3Y | -22.6% | +75.8% | -98.4% | -78.9% |
| All | -73.6% | +68.5% | -142.1% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling