+35.3%
VMC vs ESTC
+14.8%
+20.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +15.5% | -4.2% | +19.7% | +15.6% |
| 3M | +0.6% | +2.5% | -1.9% | 0.0% |
| 6M | +2.1% | +81.5% | -79.4% | -3.8% |
| YTD | -1.6% | +16.8% | -18.4% | -3.5% |
| 1Y | -1.2% | -3.5% | +2.3% | -1.2% |
| 3Y | +35.3% | +17.7% | +17.6% | +33.1% |
| All | +35.3% | +14.8% | +20.5% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling