+28.7%
VCIT vs ESTC
+25.9%
+2.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | +0.6% | -4.2% | +4.8% | +0.6% |
| 3M | -2.2% | +2.5% | -4.7% | -2.4% |
| 6M | -2.3% | +81.5% | -83.8% | -3.8% |
| YTD | -2.2% | +16.8% | -19.0% | -2.8% |
| 1Y | -1.4% | -3.5% | +2.1% | -1.6% |
| 3Y | +18.7% | +17.7% | +1.0% | +16.9% |
| 5Y | +3.6% | -51.7% | +55.3% | +2.8% |
| All | +28.7% | +25.9% | +2.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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