+62.8%
VIG vs ESTC
-46.4%
+109.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -1.2% | -3.3% | +2.2% | -0.9% |
| 30D | -2.8% | +13.4% | -16.3% | -4.3% |
| 3M | +2.5% | +41.3% | -38.9% | -1.5% |
| 6M | +8.1% | +62.6% | -54.5% | +2.1% |
| YTD | +9.6% | +14.8% | -5.2% | +6.9% |
| 1Y | +14.2% | -5.1% | +19.2% | +13.3% |
| 3Y | +56.1% | +11.2% | +45.0% | +46.8% |
| 5Y | +62.8% | -47.0% | +109.8% | +53.3% |
| All | +62.8% | -46.4% | +109.2% | +53.3% |
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