+18.8%
ESTC vs VLTO
+56.1%
-37.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.5% |
| 7D | -1.2% | +2.0% | -3.2% | -2.0% |
| 30D | -8.1% | +21.8% | -29.9% | -16.1% |
| 3M | +20.2% | +20.2% | 0.0% | +10.4% |
| 6M | +72.7% | +36.3% | +36.4% | +49.3% |
| YTD | +19.6% | +18.8% | +0.8% | +10.7% |
| 1Y | +0.3% | +20.4% | -20.1% | -8.1% |
| 3Y | +22.8% | +71.9% | -49.1% | +1.5% |
| All | +18.8% | +56.1% | -37.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling