+29.4%
VCIT vs ESTC
+23.0%
+6.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.2% |
| 7D | +0.1% | -11.5% | +11.6% | +0.4% |
| 30D | +1.9% | -7.5% | +9.5% | +2.1% |
| 3M | -1.4% | +23.1% | -24.5% | -2.0% |
| 6M | -2.1% | +75.3% | -77.4% | -3.5% |
| YTD | -1.6% | +14.1% | -15.7% | -2.2% |
| 1Y | -0.9% | -0.6% | -0.3% | -1.2% |
| 3Y | +20.0% | +20.8% | -0.8% | +18.0% |
| 5Y | +3.1% | -48.8% | +51.9% | +2.2% |
| All | +29.4% | +23.0% | +6.4% | +25.4% |
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