-100.0%
VIVK vs ESTC
+19.3%
-119.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.7% |
| 7D | -9.5% | -13.2% | +3.7% | -8.3% |
| 30D | -35.1% | +9.3% | -44.5% | -35.9% |
| 3M | -93.4% | +37.3% | -130.7% | -93.6% |
| 6M | -98.0% | +61.0% | -159.0% | -98.1% |
| YTD | -97.9% | +10.7% | -108.5% | -97.9% |
| 1Y | -100.0% | -7.2% | -92.8% | -100.0% |
| 3Y | -100.0% | +7.2% | -107.2% | -100.0% |
| 5Y | -100.0% | -47.7% | -52.3% | -100.0% |
| All | -100.0% | +19.3% | -119.3% | -100.0% |
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