+152.7%
VIG vs ESTC
+19.1%
+133.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.1% | -9.2% | +8.1% | 0.0% |
| 30D | -2.7% | +8.1% | -10.8% | -4.1% |
| 3M | +2.5% | +38.5% | -35.9% | -2.0% |
| 6M | +9.2% | +57.8% | -48.6% | +2.2% |
| YTD | +9.8% | +10.5% | -0.7% | +6.9% |
| 1Y | +12.4% | -6.4% | +18.8% | +11.2% |
| 3Y | +55.9% | +4.7% | +51.2% | +45.8% |
| 5Y | +63.9% | -47.8% | +111.7% | +61.0% |
| All | +152.7% | +19.1% | +133.6% | +89.7% |
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 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