+303.8%
VLO vs ESTC
+23.0%
+280.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | -13.3% | -11.5% | -1.8% | -12.0% |
| 30D | -18.3% | -7.5% | -10.8% | -17.7% |
| 3M | +14.3% | +23.1% | -8.7% | +10.7% |
| 6M | +47.6% | +75.3% | -27.6% | +36.3% |
| YTD | +116.0% | +14.1% | +101.9% | +108.8% |
| 1Y | +101.0% | -0.6% | +101.6% | +97.2% |
| 3Y | +199.0% | +20.8% | +178.2% | +173.9% |
| 5Y | +419.0% | -48.8% | +467.8% | +421.1% |
| All | +303.8% | +23.0% | +280.8% | +161.5% |
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