+56.1%
VEU vs ESTC
-46.4%
+102.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | +0.3% | -3.3% | +3.7% | +0.6% |
| 30D | +0.7% | +13.4% | -12.8% | -1.0% |
| 3M | +4.7% | +41.3% | -36.6% | +0.6% |
| 6M | +11.6% | +62.6% | -51.0% | +5.3% |
| YTD | +16.8% | +14.8% | +2.0% | +13.9% |
| 1Y | +24.9% | -5.1% | +29.9% | +23.9% |
| 3Y | +75.7% | +11.2% | +64.6% | +64.3% |
| 5Y | +56.1% | -47.0% | +103.1% | +47.3% |
| All | +56.1% | -46.4% | +102.5% | +47.3% |
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