+1.3%
ESTC vs VCLT
-3.2%
+4.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | -15.9% | +0.4% | -16.3% | -16.1% |
| 30D | -5.5% | +3.9% | -9.5% | -8.2% |
| 3M | +26.2% | -1.9% | +28.1% | +27.6% |
| 6M | +77.0% | -2.6% | +79.7% | +79.1% |
| YTD | +18.9% | -3.1% | +22.0% | +19.9% |
| 1Y | +1.3% | -3.6% | +4.9% | +2.2% |
| All | +1.3% | -3.2% | +4.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling