+61.4%
VNQ vs ESTC
+19.3%
+42.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | -2.6% | -13.2% | +10.5% | -1.0% |
| 30D | -2.3% | +9.3% | -11.7% | -3.8% |
| 3M | -2.8% | +37.3% | -40.1% | -7.1% |
| 6M | +2.5% | +61.0% | -58.5% | -4.5% |
| YTD | +8.4% | +10.7% | -2.2% | +5.4% |
| 1Y | +6.8% | -7.2% | +13.9% | +5.8% |
| 3Y | +29.9% | +7.2% | +22.7% | +20.1% |
| 5Y | +7.2% | -47.7% | +54.9% | +4.2% |
| All | +61.4% | +19.3% | +42.2% | +20.8% |
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