+123.4%
VRT vs ESTC
+7.3%
+116.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.8% | +3.9% |
| 7D | +9.1% | -8.1% | +17.2% | +8.2% |
| 30D | +0.9% | +31.7% | -30.8% | +3.9% |
| 3M | -13.4% | +41.1% | -54.4% | -9.5% |
| 6M | +11.7% | +77.1% | -65.4% | +19.2% |
| YTD | +73.2% | +21.7% | +51.5% | +91.3% |
| 1Y | +123.4% | +8.4% | +115.0% | +157.2% |
| All | +123.4% | +7.3% | +116.1% | +157.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling