+31.2%
ESTC vs VCLT
+17.9%
+13.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -8.1% | -0.5% | -7.6% | -7.7% |
| 30D | +31.7% | -0.9% | +32.5% | +32.6% |
| 3M | +41.1% | -3.2% | +44.3% | +44.6% |
| 6M | +77.1% | -3.8% | +80.9% | +82.4% |
| YTD | +21.7% | -2.0% | +23.7% | +23.6% |
| 1Y | +8.4% | -0.8% | +9.2% | +8.9% |
| 3Y | +23.6% | +12.3% | +11.3% | +12.7% |
| 5Y | -46.5% | -15.4% | -31.1% | -42.4% |
| All | +31.2% | +17.9% | +13.2% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling