+207.6%
VEEV vs ESTC
+25.9%
+181.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | +1.4% | -4.2% | +5.7% | +2.4% |
| 3M | +19.4% | +2.5% | +16.9% | +16.4% |
| 6M | +93.6% | +81.5% | +12.1% | +54.3% |
| YTD | +35.1% | +16.8% | +18.2% | +24.0% |
| 1Y | +3.4% | -3.5% | +6.8% | +0.9% |
| 3Y | +81.4% | +17.7% | +63.6% | +43.4% |
| 5Y | -5.1% | -51.7% | +46.7% | -3.1% |
| All | +207.6% | +25.9% | +181.6% | +84.1% |
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