+149.4%
ACWI vs ESTC
+24.7%
+124.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -2.6% | +2.0% | -0.3% |
| 30D | -2.0% | -8.6% | +6.6% | -0.8% |
| 3M | -2.2% | +14.4% | -16.5% | -4.9% |
| 6M | +1.9% | +73.3% | -71.4% | -7.6% |
| YTD | +12.0% | +15.7% | -3.7% | +7.2% |
| 1Y | +12.5% | -7.6% | +20.1% | +11.3% |
| 3Y | +75.4% | +14.6% | +60.8% | +58.8% |
| 5Y | +61.5% | -50.0% | +111.5% | +59.7% |
| All | +149.4% | +24.7% | +124.7% | +81.6% |
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