+387.7%
V vs ACWI
+228.2%
+159.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | +0.5% | -2.2% | -2.2% |
| 30D | +2.0% | +0.9% | +1.1% | +1.0% |
| 3M | +17.4% | +2.4% | +15.0% | +13.8% |
| 6M | +17.5% | +12.4% | +5.1% | +2.8% |
| YTD | +7.6% | +15.2% | -7.6% | -8.4% |
| 1Y | +7.7% | +22.7% | -15.0% | -14.5% |
| 3Y | +54.7% | +75.8% | -21.1% | -18.4% |
| 5Y | +73.0% | +67.7% | +5.3% | -3.4% |
| All | +387.7% | +228.2% | +159.5% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling