+29.0%
VRSN vs ESTC
-47.2%
+76.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.9% |
| 7D | -2.1% | -4.3% | +2.2% | -1.6% |
| 30D | -3.9% | +17.7% | -21.6% | -6.6% |
| 3M | -0.1% | +42.3% | -42.4% | -5.6% |
| 6M | +16.4% | +64.6% | -48.2% | +7.2% |
| YTD | +17.2% | +17.2% | 0.0% | +12.7% |
| 1Y | +1.0% | -4.2% | +5.2% | -0.5% |
| 3Y | +39.1% | +13.5% | +25.6% | +25.0% |
| 5Y | +29.0% | -45.5% | +74.5% | +21.7% |
| All | +29.0% | -47.2% | +76.2% | +21.7% |
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