+20.8%
ESTC vs VT
+69.7%
-48.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.9% |
| 7D | -11.5% | -2.3% | -9.2% | -8.6% |
| 30D | -7.5% | -5.0% | -2.6% | -0.7% |
| 3M | +23.1% | -4.9% | +27.9% | +32.2% |
| 6M | +75.3% | -1.5% | +76.8% | +78.8% |
| YTD | +14.1% | +8.5% | +5.6% | +0.4% |
| 1Y | -0.6% | +11.4% | -12.0% | -16.1% |
| 3Y | +20.8% | +70.1% | -49.3% | -61.3% |
| All | +20.8% | +69.7% | -48.9% | -61.3% |
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