-50.2%
VG vs ESTC
-14.4%
-35.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.5% | +1.1% |
| 7D | -8.3% | -1.2% | -7.1% | -8.1% |
| 30D | -10.3% | -8.1% | -2.2% | -8.6% |
| 3M | -10.8% | +20.2% | -30.9% | -16.5% |
| 6M | +3.5% | +72.7% | -69.3% | -15.2% |
| YTD | +74.0% | +19.6% | +54.3% | +62.1% |
| 1Y | +48.9% | +0.3% | +48.6% | +50.7% |
| All | -50.2% | -14.4% | -35.8% | -42.3% |
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 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