+12.8%
VG vs ESTC
+7.3%
+5.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.5% |
| 7D | +1.7% | -8.1% | +9.8% | +1.5% |
| 30D | +16.0% | +31.7% | -15.7% | +16.4% |
| 3M | +9.7% | +41.1% | -31.3% | +10.4% |
| 6M | +29.6% | +77.1% | -47.5% | +30.4% |
| YTD | +112.0% | +21.7% | +90.3% | +106.4% |
| 1Y | +12.8% | +8.4% | +4.4% | +14.2% |
| All | +12.8% | +7.3% | +5.5% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling