+190.6%
T vs ACWI
+330.1%
-139.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +2.3% |
| 7D | +4.3% | -4.0% | +8.3% | +6.8% |
| 30D | -9.7% | -5.8% | -3.9% | -6.5% |
| 3M | -4.3% | -5.0% | +0.7% | -1.6% |
| 6M | -13.7% | +0.7% | -14.4% | -14.8% |
| YTD | -8.0% | +8.4% | -16.4% | -13.8% |
| 1Y | -6.9% | +10.1% | -17.0% | -13.8% |
| 3Y | +59.7% | +70.8% | -11.0% | +8.6% |
| 5Y | +53.4% | +55.4% | -1.9% | +9.6% |
| 10Y | +58.2% | +223.3% | -165.1% | -32.3% |
| All | +190.6% | +330.1% | -139.5% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling