+26.3%
ESTC vs VT
+152.4%
-126.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.0% |
| 7D | -4.3% | +1.0% | -5.3% | -5.6% |
| 30D | +17.7% | -0.2% | +18.0% | +18.3% |
| 3M | +42.3% | +4.5% | +37.7% | +32.7% |
| 6M | +64.6% | +14.1% | +50.5% | +33.6% |
| YTD | +17.2% | +14.8% | +2.4% | -5.7% |
| 1Y | -4.2% | +21.2% | -25.4% | -29.5% |
| 3Y | +13.5% | +76.6% | -63.0% | -51.9% |
| 5Y | -45.5% | +66.6% | -112.1% | -73.3% |
| All | +26.3% | +152.4% | -126.1% | -61.5% |
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