+13.5%
ESTC vs VCLT
+12.2%
+1.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | +17.7% | -0.6% | +18.3% | +18.2% |
| 3M | +42.3% | -2.2% | +44.5% | +44.7% |
| 6M | +64.6% | -2.9% | +67.5% | +68.4% |
| YTD | +17.2% | -2.1% | +19.3% | +19.0% |
| 1Y | -4.2% | -2.6% | -1.6% | -2.4% |
| 3Y | +13.5% | +12.5% | +1.0% | -1.1% |
| All | +13.5% | +12.2% | +1.3% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling