+18.2%
ESTC vs VT
+69.4%
-51.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -0.6% |
| 7D | -18.5% | -4.2% | -14.3% | -13.5% |
| 30D | -11.0% | -5.8% | -5.2% | -3.3% |
| 3M | +20.8% | -5.2% | +26.0% | +30.4% |
| 6M | +67.9% | +0.1% | +67.8% | +66.9% |
| YTD | +11.6% | +8.2% | +3.4% | -1.5% |
| 1Y | -3.3% | +10.1% | -13.4% | -16.9% |
| All | +18.2% | +69.4% | -51.2% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling