-69.2%
VFC vs ESTC
+28.9%
-98.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.5% |
| 7D | +7.7% | -1.2% | +8.9% | +7.9% |
| 30D | +39.2% | -8.1% | +47.3% | +41.2% |
| 3M | +40.3% | +20.2% | +20.1% | +32.3% |
| 6M | +11.4% | +72.7% | -61.4% | -4.7% |
| YTD | +17.5% | +19.6% | -2.1% | +8.4% |
| 1Y | +45.9% | +0.3% | +45.6% | +39.6% |
| 3Y | +47.3% | +22.8% | +24.5% | +30.8% |
| 5Y | -67.2% | -50.9% | -16.3% | -67.6% |
| All | -69.2% | +28.9% | -98.1% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling