+141.4%
ACWI vs ESTC
+23.0%
+118.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.4% |
| 7D | -2.4% | -11.5% | +9.2% | -0.6% |
| 30D | -5.2% | -7.5% | +2.4% | -4.2% |
| 3M | -4.8% | +23.1% | -27.9% | -8.5% |
| 6M | -1.3% | +75.3% | -76.6% | -10.7% |
| YTD | +8.4% | +14.1% | -5.7% | +4.0% |
| 1Y | +11.0% | -0.6% | +11.6% | +8.5% |
| 3Y | +70.6% | +20.8% | +49.7% | +52.8% |
| 5Y | +55.3% | -48.8% | +104.1% | +52.6% |
| All | +141.4% | +23.0% | +118.4% | +76.1% |
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