-73.3%
U vs ACWI
+58.7%
-132.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.9% |
| 7D | +2.6% | +2.4% | +0.1% | -3.8% |
| 30D | +27.6% | -1.7% | +29.2% | +30.4% |
| 3M | +15.3% | -3.9% | +19.3% | +25.1% |
| 6M | +96.4% | +0.8% | +95.6% | +87.4% |
| YTD | +19.6% | +11.0% | +8.5% | -12.1% |
| 1Y | +42.1% | +13.1% | +29.0% | -0.4% |
| 3Y | +87.5% | +73.9% | +13.7% | -59.1% |
| All | -73.3% | +58.7% | -132.0% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling