+60.9%
VEA vs ESTC
-46.4%
+107.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +0.3% | -3.3% | +3.7% | +0.6% |
| 30D | +0.4% | +13.4% | -13.0% | -1.2% |
| 3M | +4.8% | +41.3% | -36.5% | +0.6% |
| 6M | +11.3% | +62.6% | -51.3% | +4.8% |
| YTD | +17.4% | +14.8% | +2.6% | +14.4% |
| 1Y | +26.2% | -5.1% | +31.3% | +25.2% |
| 3Y | +77.7% | +11.2% | +66.6% | +66.0% |
| 5Y | +60.9% | -47.0% | +107.9% | +51.8% |
| All | +60.9% | -46.4% | +107.3% | +51.8% |
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