+81.4%
VEEV vs ESTC
+14.8%
+66.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | +1.4% | -4.2% | +5.7% | +2.1% |
| 3M | +19.4% | +2.5% | +16.9% | +17.5% |
| 6M | +93.6% | +81.5% | +12.1% | +68.3% |
| YTD | +35.1% | +16.8% | +18.2% | +25.6% |
| 1Y | +3.4% | -3.5% | +6.8% | -1.5% |
| 3Y | +81.4% | +17.7% | +63.6% | +67.5% |
| All | +81.4% | +14.8% | +66.6% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling