+180.9%
VMC vs ESTC
+28.9%
+151.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.9% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +18.6% | -8.1% | +26.7% | +19.7% |
| 3M | +2.0% | +20.2% | -18.1% | -1.5% |
| 6M | +2.6% | +72.7% | -70.1% | -6.7% |
| YTD | +2.3% | +19.6% | -17.4% | -2.6% |
| 1Y | +1.7% | +0.3% | +1.4% | -0.7% |
| 3Y | +41.7% | +22.8% | +18.9% | +27.3% |
| 5Y | +46.6% | -50.9% | +97.5% | +44.1% |
| All | +180.9% | +28.9% | +151.9% | +89.7% |
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