+23.0%
VEU vs ESTC
-8.5%
+31.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | -1.9% | -13.2% | +11.2% | -1.7% |
| 30D | -0.7% | +9.3% | -10.1% | -0.9% |
| 3M | +4.9% | +37.3% | -32.5% | +4.3% |
| 6M | +9.8% | +61.0% | -51.2% | +9.1% |
| YTD | +15.3% | +10.7% | +4.7% | +15.1% |
| 1Y | +23.0% | -7.2% | +30.2% | +24.9% |
| All | +23.0% | -8.5% | +31.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling