-51.7%
ESTC vs VO
+36.2%
-87.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.4% | +3.1% | -0.7% | -2.9% |
| 30D | -4.2% | +2.2% | -6.4% | -7.7% |
| 3M | +2.5% | -2.5% | +5.0% | +7.1% |
| 6M | +81.5% | +7.0% | +74.5% | +61.3% |
| YTD | +16.8% | +14.0% | +2.9% | -7.9% |
| 1Y | -3.5% | +15.6% | -19.1% | -26.1% |
| 3Y | +17.7% | +66.2% | -48.5% | -55.1% |
| All | -51.7% | +36.2% | -87.9% | -72.5% |
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