+107.5%
VRSN vs ESTC
+24.7%
+82.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -2.6% | +1.4% | -0.9% |
| 30D | +3.8% | -8.6% | +12.4% | +5.1% |
| 3M | +9.5% | +14.4% | -4.8% | +6.0% |
| 6M | +10.3% | +73.3% | -63.0% | -1.3% |
| YTD | +30.5% | +15.7% | +14.8% | +24.1% |
| 1Y | +27.9% | -7.6% | +35.5% | +26.1% |
| 3Y | +54.3% | +14.6% | +39.7% | +36.0% |
| 5Y | +37.2% | -50.0% | +87.2% | +35.4% |
| All | +107.5% | +24.7% | +82.8% | +42.1% |
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