-46.2%
ESTC vs VO
+42.6%
-88.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.1% |
| 7D | -8.1% | -0.3% | -7.8% | -7.5% |
| 30D | +31.7% | -0.3% | +32.0% | +32.6% |
| 3M | +41.1% | +2.9% | +38.1% | +33.8% |
| 6M | +77.1% | +9.3% | +67.7% | +49.8% |
| YTD | +21.7% | +14.2% | +7.5% | -4.5% |
| 1Y | +8.4% | +15.3% | -6.9% | -17.0% |
| 3Y | +23.6% | +56.2% | -32.6% | -47.1% |
| All | -46.2% | +42.6% | -88.9% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling