-78.1%
VFC vs ESTC
-47.2%
-30.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.0% |
| 7D | +0.8% | -4.3% | +5.1% | +1.8% |
| 30D | -11.9% | +17.7% | -29.7% | -16.3% |
| 3M | -20.2% | +42.3% | -62.4% | -28.0% |
| 6M | -23.0% | +64.6% | -87.5% | -34.0% |
| YTD | -26.2% | +17.2% | -43.4% | -31.4% |
| 1Y | -13.3% | -4.2% | -9.1% | -15.7% |
| 3Y | -25.5% | +13.5% | -39.0% | -32.8% |
| 5Y | -78.1% | -45.5% | -32.6% | -80.8% |
| All | -78.1% | -47.2% | -30.9% | -80.8% |
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 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