+28.1%
ESTC vs VT
+148.2%
-120.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -3.4% |
| 7D | -15.9% | -0.3% | -15.6% | -15.4% |
| 30D | -5.5% | -1.4% | -4.1% | -3.3% |
| 3M | +26.2% | -1.4% | +27.6% | +29.2% |
| 6M | +77.0% | +5.5% | +71.6% | +62.7% |
| YTD | +18.9% | +12.8% | +6.0% | -1.8% |
| 1Y | +1.3% | +15.4% | -14.1% | -19.3% |
| 3Y | +24.0% | +76.9% | -52.9% | -47.4% |
| 5Y | -47.7% | +60.4% | -108.1% | -73.1% |
| All | +28.1% | +148.2% | -120.0% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling