-24.4%
VFC vs ESTC
+18.2%
-42.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.5% |
| 7D | -1.6% | -8.1% | +6.5% | +0.4% |
| 30D | -11.6% | +31.7% | -43.3% | -18.8% |
| 3M | -18.1% | +41.1% | -59.2% | -26.6% |
| 6M | -27.4% | +77.1% | -104.4% | -39.9% |
| YTD | -24.8% | +21.7% | -46.5% | -30.8% |
| 1Y | -8.2% | +8.4% | -16.6% | -13.5% |
| All | -24.4% | +18.2% | -42.7% | -30.3% |
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 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