+332.1%
VLO vs ESTC
+31.2%
+300.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.6% |
| 7D | +5.2% | -8.1% | +13.3% | +6.2% |
| 30D | +22.6% | +31.7% | -9.1% | +18.1% |
| 3M | +43.8% | +41.1% | +2.7% | +37.0% |
| 6M | +65.7% | +77.1% | -11.3% | +53.0% |
| YTD | +131.1% | +21.7% | +109.4% | +122.3% |
| 1Y | +143.6% | +8.4% | +135.3% | +136.8% |
| 3Y | +201.4% | +23.6% | +177.8% | +175.9% |
| 5Y | +568.9% | -46.5% | +615.4% | +569.8% |
| All | +332.1% | +31.2% | +300.9% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling