+56.9%
VIG vs ESTC
+11.7%
+45.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.5% |
| 7D | -0.4% | -4.3% | +3.9% | -0.1% |
| 30D | -2.1% | +17.7% | -19.8% | -3.4% |
| 3M | +3.3% | +42.3% | -39.0% | +0.5% |
| 6M | +9.3% | +64.6% | -55.3% | +5.0% |
| YTD | +10.1% | +17.2% | -7.1% | +8.3% |
| 1Y | +14.7% | -4.2% | +18.9% | +14.4% |
| 3Y | +56.9% | +13.5% | +43.4% | +53.2% |
| All | +56.9% | +11.7% | +45.2% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling