+150.2%
VMC vs ESTC
+26.3%
+123.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -1.1% |
| 7D | -0.5% | -4.3% | +3.8% | 0.0% |
| 30D | -9.1% | +17.7% | -26.8% | -11.7% |
| 3M | -4.1% | +42.3% | -46.4% | -9.7% |
| 6M | -5.5% | +64.6% | -70.1% | -13.6% |
| YTD | -8.9% | +17.2% | -26.1% | -12.7% |
| 1Y | -12.9% | -4.2% | -8.7% | -14.2% |
| 3Y | +22.1% | +13.5% | +8.6% | +11.3% |
| 5Y | +52.7% | -45.5% | +98.3% | +47.5% |
| All | +150.2% | +26.3% | +123.9% | +70.1% |
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