-68.4%
VFC vs ESTC
-52.1%
-16.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.5% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | +25.5% | -4.2% | +29.7% | +26.1% |
| 3M | +41.3% | +2.5% | +38.8% | +38.3% |
| 6M | +22.2% | +81.5% | -59.3% | +1.8% |
| YTD | +16.4% | +16.8% | -0.4% | +7.5% |
| 1Y | +38.4% | -3.5% | +41.9% | +33.7% |
| 3Y | +56.2% | +17.7% | +38.5% | +39.0% |
| All | -68.4% | -52.1% | -16.3% | -73.7% |
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