+54.1%
T vs ACWI
+226.8%
-172.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.4% |
| 30D | -1.7% | -2.8% | +1.1% | -0.4% |
| 3M | -7.3% | -3.2% | -4.2% | -6.0% |
| 6M | -11.2% | +1.3% | -12.5% | -12.4% |
| YTD | -8.1% | +11.2% | -19.3% | -14.6% |
| 1Y | -8.0% | +13.8% | -21.8% | -15.8% |
| 3Y | +62.1% | +76.2% | -14.1% | +9.5% |
| 5Y | +55.7% | +59.5% | -3.8% | +11.6% |
| 10Y | +54.1% | +222.2% | -168.1% | -37.8% |
| All | +54.1% | +226.8% | -172.7% | -37.8% |
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 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