+54.6%
VRSN vs ESTC
+18.0%
+36.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | +0.5% | -11.5% | +12.0% | +1.4% |
| 30D | +4.9% | -7.5% | +12.5% | +5.5% |
| 3M | +5.8% | +23.1% | -17.2% | +3.8% |
| 6M | +12.6% | +75.3% | -62.7% | +7.3% |
| YTD | +28.2% | +14.1% | +14.1% | +25.4% |
| 1Y | +30.4% | -0.6% | +31.0% | +28.6% |
| 3Y | +54.6% | +20.8% | +33.8% | +47.1% |
| All | +54.6% | +18.0% | +36.6% | +47.1% |
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 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