-80.6%
VFC vs ESTC
+26.3%
-107.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.0% |
| 7D | +0.8% | -4.3% | +5.1% | +1.7% |
| 30D | -11.9% | +17.7% | -29.7% | -16.0% |
| 3M | -20.2% | +42.3% | -62.4% | -27.5% |
| 6M | -23.0% | +64.6% | -87.5% | -33.3% |
| YTD | -26.2% | +17.2% | -43.4% | -31.1% |
| 1Y | -13.3% | -4.2% | -9.1% | -15.7% |
| 3Y | -25.5% | +13.5% | -39.0% | -32.5% |
| 5Y | -78.1% | -45.5% | -32.6% | -78.7% |
| All | -80.6% | +26.3% | -107.0% | -86.8% |
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