+3.3%
VCIT vs ESTC
-48.1%
+51.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | 0.0% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +1.8% | -8.1% | +9.9% | +2.0% |
| 3M | -1.6% | +20.2% | -21.7% | -2.1% |
| 6M | -2.1% | +72.7% | -74.8% | -3.5% |
| YTD | -1.6% | +19.6% | -21.2% | -2.3% |
| 1Y | -0.8% | +0.3% | -1.1% | -1.1% |
| 3Y | +19.9% | +22.8% | -2.9% | +17.5% |
| 5Y | +3.3% | -50.9% | +54.2% | +0.9% |
| All | +3.3% | -48.1% | +51.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling