+23.7%
ESTC vs VCLT
+17.7%
+6.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -3.3% | 0.0% | -3.4% | -3.4% |
| 30D | +13.4% | +0.1% | +13.3% | +13.4% |
| 3M | +41.3% | -2.9% | +44.2% | +44.5% |
| 6M | +62.6% | -4.0% | +66.5% | +67.7% |
| YTD | +14.8% | -2.2% | +17.0% | +16.7% |
| 1Y | -5.1% | -2.6% | -2.5% | -3.2% |
| 3Y | +11.2% | +12.3% | -1.1% | +1.3% |
| 5Y | -47.0% | -16.4% | -30.6% | -42.5% |
| All | +23.7% | +17.7% | +6.0% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling