+422.8%
VGT vs ESTC
+19.1%
+403.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.2% | -9.2% | +9.0% | +2.2% |
| 30D | -0.4% | +8.1% | -8.5% | -3.4% |
| 3M | +4.4% | +38.5% | -34.0% | -5.5% |
| 6M | +32.1% | +57.8% | -25.7% | +14.5% |
| YTD | +28.8% | +10.5% | +18.2% | +21.5% |
| 1Y | +35.3% | -6.4% | +41.7% | +32.3% |
| 3Y | +124.8% | +4.7% | +120.1% | +97.0% |
| 5Y | +137.9% | -47.8% | +185.7% | +133.6% |
| All | +422.8% | +19.1% | +403.7% | +243.2% |
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