+1,791.7%
VRT vs ESTC
+23.0%
+1,768.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +2.9% |
| 7D | -21.4% | -11.5% | -9.8% | -18.5% |
| 30D | -25.8% | -7.5% | -18.3% | -24.1% |
| 3M | -33.5% | +23.1% | -56.6% | -38.3% |
| 6M | -49.0% | +75.3% | -124.3% | -58.1% |
| YTD | +12.9% | +14.1% | -1.2% | +3.2% |
| 1Y | 0.0% | -0.6% | +0.6% | -5.0% |
| 3Y | +361.8% | +20.8% | +341.0% | +288.6% |
| 5Y | +565.1% | -48.8% | +613.9% | +545.1% |
| All | +1,791.7% | +23.0% | +1,768.8% | +1,257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling