-28.6%
U vs ACWI
+108.9%
-137.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -3.8% | +18.7% | +23.9% |
| 7D | +24.3% | -4.0% | +28.3% | +34.8% |
| 30D | +8.6% | -5.8% | +14.4% | +23.7% |
| 3M | +37.6% | -5.0% | +42.6% | +53.3% |
| 6M | +78.5% | +0.7% | +77.8% | +71.4% |
| YTD | +10.5% | +8.4% | +2.1% | -11.8% |
| 1Y | +15.2% | +10.1% | +5.1% | -11.0% |
| 3Y | +76.6% | +70.8% | +5.8% | -53.6% |
| 5Y | -67.9% | +55.4% | -123.3% | -88.3% |
| All | -28.6% | +108.9% | -137.5% | -82.8% |
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