+238.2%
T vs ACWI
+356.8%
-118.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | +11.4% | +0.9% | +10.5% | +10.7% |
| 3M | +14.3% | +2.4% | +11.9% | +12.1% |
| 6M | -9.3% | +12.4% | -21.6% | -16.4% |
| YTD | +7.1% | +15.2% | -8.1% | -3.1% |
| 1Y | -9.1% | +22.7% | -31.8% | -21.2% |
| 3Y | +105.3% | +75.8% | +29.6% | +37.7% |
| 5Y | +66.8% | +67.7% | -0.9% | +13.9% |
| 10Y | +66.8% | +229.0% | -162.2% | -29.1% |
| All | +238.2% | +356.8% | -118.6% | +12.4% |
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 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