+69.3%
VEU vs ESTC
+14.8%
+54.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | +2.1% | +2.4% | -0.3% | +1.9% |
| 30D | -0.9% | -4.2% | +3.3% | -0.7% |
| 3M | -5.4% | +2.5% | -7.8% | -5.7% |
| 6M | -1.8% | +81.5% | -83.3% | -5.8% |
| YTD | +10.9% | +16.8% | -5.9% | +9.3% |
| 1Y | +13.6% | -3.5% | +17.0% | +13.3% |
| 3Y | +69.3% | +17.7% | +51.5% | +65.5% |
| All | +69.3% | +14.8% | +54.5% | +65.5% |
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