+114.3%
VEU vs ESTC
+26.3%
+87.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | +1.7% | -4.3% | +6.0% | +2.1% |
| 30D | +1.0% | +17.7% | -16.7% | -1.5% |
| 3M | +5.6% | +42.3% | -36.7% | +0.4% |
| 6M | +13.7% | +64.6% | -50.9% | +5.5% |
| YTD | +17.7% | +17.2% | +0.5% | +13.6% |
| 1Y | +25.8% | -4.2% | +30.0% | +24.1% |
| 3Y | +77.1% | +13.5% | +63.6% | +62.9% |
| 5Y | +57.1% | -45.5% | +102.7% | +53.6% |
| All | +114.3% | +26.3% | +87.9% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling