-6.3%
ESTC vs VLTO
+20.4%
-26.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | -3.6% | +1.6% | -5.2% | -3.9% |
| 30D | -11.2% | +22.0% | -33.1% | -17.0% |
| 3M | +14.3% | +21.9% | -7.6% | +6.9% |
| 6M | +67.0% | +36.5% | +30.5% | +50.2% |
| YTD | +15.7% | +19.0% | -3.3% | +10.6% |
| 1Y | -6.3% | +21.0% | -27.2% | -9.7% |
| All | -6.3% | +20.4% | -26.6% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling