+39.6%
VMC vs ESTC
+18.0%
+21.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | +0.5% | -11.5% | +12.0% | +1.4% |
| 30D | +15.8% | -7.5% | +23.3% | +16.3% |
| 3M | +0.6% | +23.1% | -22.5% | -1.7% |
| 6M | -4.0% | +75.3% | -79.3% | -9.3% |
| YTD | -0.3% | +14.1% | -14.4% | -2.0% |
| 1Y | -0.5% | -0.6% | +0.1% | -1.0% |
| 3Y | +39.6% | +20.8% | +18.7% | +37.1% |
| All | +39.6% | +18.0% | +21.6% | +37.1% |
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