+26.3%
ESTC vs VO
+128.3%
-101.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.9% |
| 7D | -4.3% | +0.6% | -4.9% | -5.0% |
| 30D | +17.7% | -1.1% | +18.8% | +19.6% |
| 3M | +42.3% | +4.5% | +37.7% | +33.5% |
| 6M | +64.6% | +11.1% | +53.5% | +41.3% |
| YTD | +17.2% | +13.5% | +3.7% | -2.2% |
| 1Y | -4.2% | +14.5% | -18.7% | -21.4% |
| 3Y | +13.5% | +58.1% | -44.6% | -40.0% |
| 5Y | -45.5% | +43.3% | -88.8% | -64.6% |
| All | +26.3% | +128.3% | -101.9% | -47.6% |
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