+65.7%
T vs ACWI
+228.2%
-162.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +11.4% | +0.9% | +10.5% | +10.8% |
| 3M | +14.3% | +2.4% | +11.9% | +12.4% |
| 6M | -9.3% | +12.4% | -21.6% | -15.7% |
| YTD | +7.1% | +15.2% | -8.1% | -2.1% |
| 1Y | -9.1% | +22.7% | -31.8% | -20.2% |
| 3Y | +105.3% | +75.8% | +29.6% | +39.7% |
| 5Y | +66.8% | +67.7% | -0.9% | +16.0% |
| All | +65.7% | +228.2% | -162.6% | -33.4% |
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