+28.9%
ESTC vs VO
+128.4%
-99.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.1% | +1.0% |
| 7D | -1.2% | -0.1% | -1.0% | -0.9% |
| 30D | -8.1% | +0.5% | -8.6% | -8.5% |
| 3M | +20.2% | -1.0% | +21.2% | +22.3% |
| 6M | +72.7% | +6.4% | +66.3% | +58.7% |
| YTD | +19.6% | +13.6% | +6.1% | 0.0% |
| 1Y | +0.3% | +14.5% | -14.2% | -17.3% |
| 3Y | +22.8% | +67.2% | -44.4% | -39.6% |
| 5Y | -50.9% | +36.1% | -86.9% | -66.2% |
| All | +28.9% | +128.4% | -99.4% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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