+1,973.9%
VRT vs ESTC
+28.9%
+1,945.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.9% | +4.8% | +8.3% |
| 7D | -10.6% | -1.2% | -9.4% | -10.0% |
| 30D | -17.4% | -8.1% | -9.3% | -15.3% |
| 3M | -26.4% | +20.2% | -46.6% | -31.1% |
| 6M | -41.0% | +72.7% | -113.8% | -51.1% |
| YTD | +23.8% | +19.6% | +4.2% | +11.7% |
| 1Y | +11.6% | +0.3% | +11.3% | +6.1% |
| 3Y | +403.5% | +22.8% | +380.7% | +322.9% |
| 5Y | +647.0% | -50.9% | +697.9% | +630.6% |
| All | +1,973.9% | +28.9% | +1,945.0% | +1,370.1% |
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