+6.1%
VNQ vs ESTC
-52.1%
+58.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.5% |
| 30D | +6.8% | -4.2% | +11.0% | +7.1% |
| 3M | -1.3% | +2.5% | -3.8% | -2.0% |
| 6M | +2.4% | +81.5% | -79.1% | -4.8% |
| YTD | +12.1% | +16.8% | -4.7% | +8.7% |
| 1Y | +12.0% | -3.5% | +15.4% | +10.8% |
| 3Y | +44.8% | +17.7% | +27.1% | +33.2% |
| All | +6.1% | -52.1% | +58.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling