+315.8%
VLO vs ESTC
+28.9%
+286.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +2.4% |
| 7D | -6.5% | -1.2% | -5.3% | -6.3% |
| 30D | -17.8% | -8.1% | -9.6% | -17.1% |
| 3M | +19.6% | +20.2% | -0.6% | +16.2% |
| 6M | +49.3% | +72.7% | -23.5% | +38.1% |
| YTD | +122.4% | +19.6% | +102.7% | +113.8% |
| 1Y | +107.4% | +0.3% | +107.2% | +103.5% |
| 3Y | +223.1% | +22.8% | +200.3% | +195.7% |
| 5Y | +432.2% | -50.9% | +483.1% | +441.9% |
| All | +315.8% | +28.9% | +286.8% | +167.7% |
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