-100.0%
VIVK vs ESTC
-46.4%
-53.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.3% | -6.2% |
| 7D | -7.9% | -3.3% | -4.5% | -7.7% |
| 30D | -42.0% | +13.4% | -55.4% | -42.4% |
| 3M | -92.5% | +41.3% | -133.8% | -92.7% |
| 6M | -98.0% | +62.6% | -160.6% | -98.1% |
| YTD | -97.9% | +14.8% | -112.7% | -98.0% |
| 1Y | -100.0% | -5.1% | -94.9% | -100.0% |
| 3Y | -100.0% | +11.2% | -111.1% | -100.0% |
| 5Y | -100.0% | -47.0% | -53.0% | -100.0% |
| All | -100.0% | -46.4% | -53.6% | -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 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