+886.2%
TER vs ACWI
+219.0%
+667.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.5% | -2.4% | -18.1% | -16.6% |
| 30D | -47.0% | -5.2% | -41.8% | -41.0% |
| 3M | -43.3% | -4.8% | -38.5% | -37.1% |
| 6M | -42.9% | -1.3% | -41.6% | -38.8% |
| YTD | +12.9% | +8.4% | +4.5% | +5.7% |
| 1Y | +18.2% | +11.0% | +7.1% | +6.9% |
| 3Y | +151.8% | +70.6% | +81.2% | +20.7% |
| 5Y | +54.2% | +55.3% | -1.1% | -10.8% |
| All | +886.2% | +219.0% | +667.2% | +125.9% |
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