+23.0%
ESTC vs VO
+122.3%
-99.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.4% |
| 7D | -11.5% | -2.6% | -9.0% | -8.2% |
| 30D | -7.5% | -0.9% | -6.6% | -6.1% |
| 3M | +23.1% | -3.0% | +26.1% | +28.8% |
| 6M | +75.3% | +2.2% | +73.1% | +70.2% |
| YTD | +14.1% | +10.6% | +3.5% | -1.0% |
| 1Y | -0.6% | +12.5% | -13.1% | -16.0% |
| 3Y | +20.8% | +61.4% | -40.6% | -37.6% |
| 5Y | -48.8% | +33.4% | -82.2% | -63.6% |
| All | +23.0% | +122.3% | -99.3% | -46.9% |
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