+135.2%
VGT vs ESTC
-46.4%
+181.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.3% |
| 7D | +1.5% | -3.3% | +4.8% | +2.2% |
| 30D | +0.5% | +13.4% | -12.9% | -3.3% |
| 3M | +5.3% | +41.3% | -36.1% | -4.3% |
| 6M | +32.4% | +62.6% | -30.2% | +15.6% |
| YTD | +28.6% | +14.8% | +13.8% | +21.1% |
| 1Y | +37.6% | -5.1% | +42.7% | +34.7% |
| 3Y | +125.5% | +11.2% | +114.3% | +97.1% |
| 5Y | +135.2% | -47.0% | +182.2% | +120.5% |
| All | +135.2% | -46.4% | +181.6% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling