+29.6%
VCIT vs ESTC
+20.3%
+9.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | +0.4% |
| 7D | +0.5% | -18.5% | +18.9% | +0.9% |
| 30D | +2.1% | -11.0% | +13.1% | +2.3% |
| 3M | -1.6% | +20.8% | -22.3% | -2.1% |
| 6M | -1.6% | +67.9% | -69.5% | -2.9% |
| YTD | -1.5% | +11.6% | -13.1% | -2.0% |
| 1Y | -0.4% | -3.3% | +2.9% | -0.6% |
| 3Y | +19.6% | +16.4% | +3.2% | +17.7% |
| 5Y | +3.3% | -49.9% | +53.1% | +2.4% |
| All | +29.6% | +20.3% | +9.3% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling