+13.3%
ESTC vs VLTO
+54.8%
-41.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.0% |
| 7D | -11.5% | +5.4% | -16.9% | -13.5% |
| 30D | -7.5% | +22.3% | -29.9% | -15.8% |
| 3M | +23.1% | +19.6% | +3.4% | +13.3% |
| 6M | +75.3% | +35.2% | +40.1% | +52.0% |
| YTD | +14.1% | +17.9% | -3.8% | +5.9% |
| 1Y | -0.6% | +19.5% | -20.1% | -8.6% |
| 3Y | +20.8% | +73.9% | -53.1% | -0.3% |
| All | +13.3% | +54.8% | -41.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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