-88.6%
QS vs ACWI
+54.8%
-143.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.2% |
| 7D | +5.4% | -2.4% | +7.8% | +12.0% |
| 30D | -5.3% | -5.2% | -0.1% | +8.2% |
| 3M | -22.6% | -4.8% | -17.8% | -11.9% |
| 6M | -46.2% | -1.3% | -44.9% | -42.2% |
| YTD | -58.9% | +8.4% | -67.3% | -64.1% |
| 1Y | -73.1% | +11.0% | -84.1% | -77.8% |
| 3Y | -27.2% | +70.6% | -97.8% | -78.7% |
| All | -88.6% | +54.8% | -143.4% | -94.9% |
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