+99.5%
U vs ACWI
+70.3%
+29.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +36.6% | -2.4% | +38.9% | +41.0% |
| 30D | +13.3% | -5.2% | +18.5% | +24.9% |
| 3M | +26.2% | -4.8% | +31.0% | +37.8% |
| 6M | +88.7% | -1.3% | +90.1% | +90.6% |
| YTD | +16.6% | +8.4% | +8.2% | -3.9% |
| 1Y | +29.0% | +11.0% | +17.9% | +1.0% |
| 3Y | +99.5% | +70.6% | +28.9% | -45.6% |
| All | +99.5% | +70.3% | +29.2% | -45.6% |
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