+229.3%
USB vs ACWI
+347.2%
-117.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | 0.0% |
| 7D | +2.4% | -0.5% | +2.9% | +2.9% |
| 30D | +6.6% | -1.6% | +8.2% | +8.4% |
| 3M | -4.1% | -1.3% | -2.8% | -2.8% |
| 6M | +12.5% | +5.8% | +6.6% | +4.7% |
| YTD | +17.6% | +12.7% | +4.9% | +1.7% |
| 1Y | +36.5% | +15.0% | +21.5% | +15.4% |
| 3Y | +95.4% | +77.5% | +17.8% | +1.3% |
| 5Y | +26.1% | +61.9% | -35.7% | -27.3% |
| 10Y | +101.3% | +236.1% | -134.9% | -48.1% |
| All | +229.3% | +347.2% | -117.9% | -38.5% |
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 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