+273.8%
RF vs ACWI
+219.2%
+54.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +2.8% |
| 7D | -1.6% | -4.0% | +2.4% | +3.6% |
| 30D | +5.0% | -5.8% | +10.8% | +13.2% |
| 3M | -10.0% | -5.0% | -5.0% | -4.1% |
| 6M | +3.3% | +0.7% | +2.6% | +1.1% |
| YTD | +7.9% | +8.4% | -0.5% | -4.8% |
| 1Y | +21.2% | +10.1% | +11.1% | +4.7% |
| 3Y | +105.8% | +70.8% | +35.0% | -3.0% |
| 5Y | +43.7% | +55.4% | -11.6% | -21.8% |
| All | +273.8% | +219.2% | +54.7% | -14.5% |
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