+654.4%
VRT vs ESTC
-52.1%
+706.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +10.5% | +2.4% | +8.1% | +9.8% |
| 30D | -9.3% | -4.2% | -5.1% | -7.9% |
| 3M | -29.6% | +2.5% | -32.1% | -31.0% |
| 6M | -45.4% | +81.5% | -126.9% | -56.5% |
| YTD | +24.8% | +16.8% | +8.0% | +12.4% |
| 1Y | +23.6% | -3.5% | +27.1% | +19.1% |
| 3Y | +379.7% | +17.7% | +361.9% | +291.6% |
| All | +654.4% | -52.1% | +706.5% | +564.3% |
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