+89.5%
VRSN vs ESTC
+23.7%
+65.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.5% |
| 30D | -1.9% | +13.4% | -15.3% | -4.6% |
| 3M | +1.4% | +41.3% | -40.0% | -5.3% |
| 6M | +19.0% | +62.6% | -43.5% | +7.7% |
| YTD | +19.2% | +14.8% | +4.4% | +13.9% |
| 1Y | +1.7% | -5.1% | +6.7% | -0.1% |
| 3Y | +41.4% | +11.2% | +30.3% | +25.4% |
| 5Y | +31.7% | -47.0% | +78.6% | +28.1% |
| All | +89.5% | +23.7% | +65.9% | +30.5% |
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