-51.4%
VG vs ESTC
-18.4%
-33.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -22.0% | -11.5% | -10.5% | -19.5% |
| 30D | -11.6% | -7.5% | -4.1% | -10.0% |
| 3M | -14.9% | +23.1% | -37.9% | -21.2% |
| 6M | -3.5% | +75.3% | -78.8% | -21.9% |
| YTD | +70.0% | +14.1% | +55.9% | +60.3% |
| 1Y | +50.0% | -0.6% | +50.6% | +50.0% |
| All | -51.4% | -18.4% | -33.0% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling