+166.2%
VEEV vs ESTC
+19.3%
+146.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.3% |
| 7D | -8.2% | -13.2% | +4.9% | -3.6% |
| 30D | +10.3% | +9.3% | +1.0% | +5.7% |
| 3M | +59.4% | +37.3% | +22.0% | +40.9% |
| 6M | +37.6% | +61.0% | -23.4% | +14.9% |
| YTD | +16.9% | +10.7% | +6.3% | +10.1% |
| 1Y | -5.0% | -7.2% | +2.2% | -5.8% |
| 3Y | +18.5% | +7.2% | +11.3% | -2.9% |
| 5Y | -13.8% | -47.7% | +33.9% | -14.7% |
| All | +166.2% | +19.3% | +146.9% | +63.5% |
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