-51.4%
VG vs ESTC
-20.2%
-31.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -2.5% |
| 7D | -22.0% | -18.5% | -3.5% | -17.9% |
| 30D | -14.7% | -11.0% | -3.7% | -12.3% |
| 3M | -7.1% | +20.8% | -27.8% | -13.6% |
| 6M | -11.2% | +67.9% | -79.1% | -27.0% |
| YTD | +69.8% | +11.6% | +58.2% | +61.0% |
| 1Y | +49.9% | -3.3% | +53.1% | +51.2% |
| All | -51.4% | -20.2% | -31.3% | -42.7% |
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 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