-63.9%
XYZ vs ACWI
+54.8%
-118.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +12.1% | -2.4% | +14.5% | +18.8% |
| 30D | +12.4% | -5.2% | +17.6% | +27.4% |
| 3M | +8.2% | -4.8% | +13.0% | +21.7% |
| 6M | +20.7% | -1.3% | +22.0% | +23.9% |
| YTD | +31.3% | +8.4% | +22.9% | +7.1% |
| 1Y | +20.5% | +11.0% | +9.5% | -7.5% |
| 3Y | +72.6% | +70.6% | +2.1% | -57.3% |
| All | -63.9% | +54.8% | -118.7% | -86.6% |
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