+31.0%
VNQ vs ESTC
+11.0%
+20.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.9% |
| 7D | -0.9% | -3.3% | +2.5% | -0.7% |
| 30D | -2.2% | +13.4% | -15.7% | -3.1% |
| 3M | -1.9% | +41.3% | -43.3% | -4.0% |
| 6M | +3.2% | +62.6% | -59.3% | 0.0% |
| YTD | +9.4% | +14.8% | -5.4% | +8.1% |
| 1Y | +7.5% | -5.1% | +12.6% | +7.5% |
| All | +31.0% | +11.0% | +20.1% | +26.3% |
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