+115.0%
VEA vs ESTC
+19.3%
+95.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | -0.8% |
| 7D | -2.1% | -13.2% | +11.1% | -0.4% |
| 30D | -1.1% | +9.3% | -10.4% | -2.6% |
| 3M | +5.1% | +37.3% | -32.3% | +0.3% |
| 6M | +9.8% | +61.0% | -51.2% | +2.2% |
| YTD | +15.9% | +10.7% | +5.3% | +12.7% |
| 1Y | +24.6% | -7.2% | +31.7% | +23.4% |
| 3Y | +75.5% | +7.2% | +68.4% | +62.7% |
| 5Y | +59.4% | -47.7% | +107.1% | +56.2% |
| All | +115.0% | +19.3% | +95.8% | +63.1% |
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