+10.9%
ESTC vs VLTO
+54.1%
-43.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 7D | -18.5% | +12.0% | -30.5% | -22.6% |
| 30D | -11.0% | +20.8% | -31.8% | -18.5% |
| 3M | +20.8% | +20.1% | +0.7% | +10.9% |
| 6M | +67.9% | +32.6% | +35.3% | +46.9% |
| YTD | +11.6% | +17.3% | -5.7% | +3.8% |
| 1Y | -3.3% | +17.3% | -20.6% | -10.3% |
| 3Y | +16.4% | +66.9% | -50.5% | -3.2% |
| All | +10.9% | +54.1% | -43.3% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling