-45.5%
ESTC vs VCLT
-15.1%
-30.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -4.3% | +0.3% | -4.6% | -4.6% |
| 30D | +17.7% | -0.6% | +18.3% | +18.4% |
| 3M | +42.3% | -2.2% | +44.5% | +45.3% |
| 6M | +64.6% | -2.9% | +67.5% | +69.3% |
| YTD | +17.2% | -2.1% | +19.3% | +19.5% |
| 1Y | -4.2% | -2.6% | -1.6% | -1.9% |
| 3Y | +13.5% | +12.5% | +1.0% | -0.5% |
| 5Y | -45.5% | -15.3% | -30.3% | -39.6% |
| All | -45.5% | -15.1% | -30.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling