+27.2%
ESTC vs VO
+129.1%
-101.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +3.2% |
| 7D | +5.8% | +2.9% | +2.8% | +1.5% |
| 30D | -5.6% | +1.0% | -6.6% | -6.7% |
| 3M | +15.4% | -1.7% | +17.1% | +18.5% |
| 6M | +77.8% | +6.7% | +71.1% | +62.7% |
| YTD | +18.1% | +14.0% | +4.1% | -1.9% |
| 1Y | -3.7% | +13.7% | -17.4% | -19.8% |
| 3Y | +16.9% | +65.8% | -49.0% | -41.9% |
| 5Y | -51.2% | +36.6% | -87.9% | -66.7% |
| All | +27.2% | +129.1% | -101.9% | -47.4% |
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