+337.0%
VLO vs ESTC
+27.2%
+309.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.9% |
| 7D | +6.8% | +5.8% | +1.0% | +6.0% |
| 30D | -17.9% | -5.6% | -12.3% | -17.4% |
| 3M | +13.5% | +15.4% | -1.9% | +10.9% |
| 6M | +53.0% | +77.8% | -24.8% | +41.2% |
| YTD | +133.7% | +18.1% | +115.7% | +125.0% |
| 1Y | +115.7% | -3.7% | +119.3% | +112.6% |
| 3Y | +231.9% | +16.9% | +215.1% | +205.9% |
| 5Y | +471.6% | -51.2% | +522.8% | +482.5% |
| All | +337.0% | +27.2% | +309.8% | +181.9% |
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