-44.1%
VG vs ESTC
-15.5%
-28.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.2% |
| 7D | +15.1% | +5.8% | +9.3% | +13.5% |
| 30D | -4.2% | -5.6% | +1.4% | -2.9% |
| 3M | -3.1% | +15.4% | -18.5% | -8.3% |
| 6M | +0.3% | +77.8% | -77.5% | -18.7% |
| YTD | +95.5% | +18.1% | +77.4% | +82.7% |
| 1Y | +64.4% | -3.7% | +68.1% | +70.0% |
| All | -44.1% | -15.5% | -28.5% | -35.0% |
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