+388.9%
VGT vs ESTC
+27.2%
+361.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | +5.6% | +5.8% | -0.1% | +4.1% |
| 30D | -10.6% | -5.6% | -5.0% | -9.3% |
| 3M | -6.9% | +15.4% | -22.3% | -11.3% |
| 6M | +0.9% | +77.8% | -76.9% | -14.8% |
| YTD | +20.4% | +18.1% | +2.4% | +11.5% |
| 1Y | +17.4% | -3.7% | +21.1% | +14.2% |
| 3Y | +106.3% | +16.9% | +89.4% | +75.9% |
| 5Y | +107.9% | -51.2% | +159.1% | +109.5% |
| All | +388.9% | +27.2% | +361.7% | +215.2% |
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 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