+147.3%
ACWI vs ESTC
+25.9%
+121.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +2.4% | +2.4% | 0.0% | +2.1% |
| 30D | -1.7% | -4.2% | +2.6% | -1.2% |
| 3M | -3.9% | +2.5% | -6.4% | -4.9% |
| 6M | +0.8% | +81.5% | -80.7% | -9.2% |
| YTD | +11.0% | +16.8% | -5.8% | +6.1% |
| 1Y | +13.1% | -3.5% | +16.5% | +11.1% |
| 3Y | +73.9% | +17.7% | +56.2% | +56.7% |
| 5Y | +59.0% | -51.7% | +110.8% | +58.4% |
| All | +147.3% | +25.9% | +121.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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