-26.3%
U vs ACWI
+113.3%
-139.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.0% |
| 7D | +24.4% | -0.2% | +24.5% | +22.5% |
| 30D | +7.4% | -3.3% | +10.7% | +14.7% |
| 3M | +16.8% | -3.4% | +20.2% | +24.8% |
| 6M | +78.8% | +0.8% | +78.0% | +71.4% |
| YTD | +14.0% | +10.7% | +3.3% | -13.5% |
| 1Y | +16.7% | +11.6% | +5.1% | -13.0% |
| 3Y | +86.4% | +73.4% | +13.0% | -52.8% |
| 5Y | -71.5% | +60.2% | -131.6% | -90.3% |
| All | -26.3% | +113.3% | -139.7% | -83.2% |
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