+59.6%
T vs ACWI
+70.3%
-10.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.0% | -2.4% | +3.4% | +0.9% |
| 30D | -10.6% | -5.2% | -5.4% | -10.9% |
| 3M | -7.7% | -4.8% | -2.9% | -8.0% |
| 6M | -13.3% | -1.3% | -12.0% | -13.4% |
| YTD | -8.8% | +8.4% | -17.2% | -9.1% |
| 1Y | -8.4% | +11.0% | -19.4% | -8.9% |
| 3Y | +59.6% | +70.6% | -10.9% | +49.6% |
| All | +59.6% | +70.3% | -10.7% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling