+62.6%
VNQ vs ESTC
+19.1%
+43.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.3% | -9.2% | +7.9% | -0.1% |
| 30D | -2.6% | +8.1% | -10.7% | -3.9% |
| 3M | -2.0% | +38.5% | -40.5% | -6.5% |
| 6M | +4.3% | +57.8% | -53.5% | -2.6% |
| YTD | +9.2% | +10.5% | -1.3% | +6.2% |
| 1Y | +5.6% | -6.4% | +12.0% | +4.5% |
| 3Y | +30.8% | +4.7% | +26.2% | +21.5% |
| 5Y | +8.0% | -47.8% | +55.7% | +4.9% |
| All | +62.6% | +19.1% | +43.5% | +21.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling