+23.0%
ESTC vs VT
+138.6%
-115.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.9% |
| 7D | -11.5% | -2.3% | -9.2% | -8.4% |
| 30D | -7.5% | -5.0% | -2.6% | -0.1% |
| 3M | +23.1% | -4.9% | +27.9% | +32.9% |
| 6M | +75.3% | -1.5% | +76.8% | +78.8% |
| YTD | +14.1% | +8.5% | +5.6% | -0.1% |
| 1Y | -0.6% | +11.4% | -12.0% | -16.4% |
| 3Y | +20.8% | +70.1% | -49.3% | -45.7% |
| 5Y | -48.8% | +53.7% | -102.5% | -72.0% |
| All | +23.0% | +138.6% | -115.6% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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