-49.9%
ESTC vs VCLT
-17.9%
-32.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -2.3% |
| 7D | -3.6% | +0.2% | -3.8% | -3.8% |
| 30D | -11.2% | +2.3% | -13.5% | -13.1% |
| 3M | +14.3% | -1.1% | +15.4% | +15.5% |
| 6M | +67.0% | -4.2% | +71.2% | +74.1% |
| YTD | +15.7% | -3.4% | +19.0% | +19.5% |
| 1Y | -6.3% | -3.8% | -2.5% | -2.8% |
| 3Y | +14.5% | +14.7% | -0.2% | -1.6% |
| 5Y | -49.9% | -16.7% | -33.2% | -49.7% |
| All | -49.9% | -17.9% | -32.0% | -49.7% |
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