+154.4%
VMC vs ESTC
+31.2%
+123.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.6% |
| 7D | -4.3% | -8.1% | +3.8% | -3.2% |
| 30D | -8.2% | +31.7% | -39.9% | -12.4% |
| 3M | -7.0% | +41.1% | -48.1% | -12.3% |
| 6M | -10.8% | +77.1% | -87.8% | -19.3% |
| YTD | -7.4% | +21.7% | -29.1% | -11.7% |
| 1Y | -9.5% | +8.4% | -17.9% | -12.6% |
| 3Y | +20.5% | +23.6% | -3.1% | +8.2% |
| 5Y | +51.6% | -46.5% | +98.0% | +47.0% |
| All | +154.4% | +31.2% | +123.2% | +72.0% |
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