+41.2%
USB vs ACWI
+67.7%
-26.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | -1.3% | +0.9% | -2.2% | -2.2% |
| 3M | +15.2% | +2.4% | +12.8% | +12.0% |
| 6M | +18.8% | +12.4% | +6.5% | +4.5% |
| YTD | +21.0% | +15.2% | +5.9% | +3.6% |
| 1Y | +34.0% | +22.7% | +11.3% | +7.0% |
| 3Y | +95.3% | +75.8% | +19.5% | +6.7% |
| All | +41.2% | +67.7% | -26.5% | -18.2% |
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 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