+455.4%
V vs ACWI
+223.6%
+231.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +9.9% | -3.3% | +13.2% | +13.5% |
| 3M | +17.5% | -3.4% | +20.9% | +21.3% |
| 6M | +33.5% | +0.8% | +32.7% | +30.9% |
| YTD | +21.6% | +10.7% | +10.9% | +7.4% |
| 1Y | +27.6% | +11.6% | +16.0% | +11.7% |
| 3Y | +76.4% | +73.4% | +3.0% | -6.1% |
| 5Y | +103.8% | +60.2% | +43.6% | +18.9% |
| All | +455.4% | +223.6% | +231.8% | +35.4% |
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