+108.1%
VEA vs ESTC
+25.9%
+82.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | +0.2% | -4.2% | +4.4% | +0.6% |
| 3M | -5.3% | +2.5% | -7.8% | -6.2% |
| 6M | -0.9% | +81.5% | -82.4% | -9.0% |
| YTD | +12.2% | +16.8% | -4.6% | +8.2% |
| 1Y | +16.1% | -3.5% | +19.5% | +14.4% |
| 3Y | +73.0% | +17.7% | +55.3% | +58.4% |
| 5Y | +53.7% | -51.7% | +105.5% | +53.0% |
| All | +108.1% | +25.9% | +82.2% | +56.5% |
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