+166.8%
VIG vs ESTC
+25.9%
+140.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +3.5% | +2.4% | +1.1% | +3.2% |
| 30D | +4.9% | -4.2% | +9.2% | +5.3% |
| 3M | +2.5% | +2.5% | 0.0% | +1.6% |
| 6M | +11.0% | +81.5% | -70.5% | +2.2% |
| YTD | +16.0% | +16.8% | -0.9% | +11.9% |
| 1Y | +17.5% | -3.5% | +21.0% | +15.9% |
| 3Y | +67.0% | +17.7% | +49.3% | +53.7% |
| 5Y | +64.8% | -51.7% | +116.5% | +64.3% |
| All | +166.8% | +25.9% | +140.9% | +98.6% |
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