+148.0%
ACWI vs ESTC
+27.2%
+120.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | +2.7% | +5.8% | -3.1% | +1.8% |
| 30D | -2.6% | -5.6% | +3.0% | -1.9% |
| 3M | -3.2% | +15.4% | -18.6% | -6.0% |
| 6M | +1.9% | +77.8% | -75.9% | -8.0% |
| YTD | +11.3% | +18.1% | -6.7% | +6.3% |
| 1Y | +11.7% | -3.7% | +15.3% | +9.7% |
| 3Y | +74.4% | +16.9% | +57.5% | +57.5% |
| 5Y | +59.5% | -51.2% | +110.7% | +58.6% |
| All | +148.0% | +27.2% | +120.7% | +80.0% |
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