-13.8%
VEEV vs ESTC
-47.2%
+33.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.5% |
| 7D | -5.2% | -4.3% | -0.9% | -3.9% |
| 30D | +14.9% | +17.7% | -2.8% | +7.8% |
| 3M | +58.4% | +42.3% | +16.1% | +39.5% |
| 6M | +35.5% | +64.6% | -29.1% | +13.7% |
| YTD | +18.6% | +17.2% | +1.4% | +9.8% |
| 1Y | -6.3% | -4.2% | -2.1% | -8.4% |
| 3Y | +20.2% | +13.5% | +6.7% | -3.1% |
| 5Y | -13.8% | -45.5% | +31.7% | -17.0% |
| All | -13.8% | -47.2% | +33.4% | -17.0% |
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