+2,801.5%
VRT vs ESTC
+31.2%
+2,770.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.8% | +5.6% |
| 7D | +9.1% | -8.1% | +17.2% | +11.5% |
| 30D | +0.9% | +31.7% | -30.8% | -8.0% |
| 3M | -13.4% | +41.1% | -54.4% | -23.2% |
| 6M | +11.7% | +77.1% | -65.4% | -9.4% |
| YTD | +73.2% | +21.7% | +51.5% | +55.5% |
| 1Y | +123.4% | +8.4% | +115.0% | +106.4% |
| 3Y | +606.2% | +23.6% | +582.5% | +490.1% |
| 5Y | +899.9% | -46.5% | +946.4% | +856.3% |
| All | +2,801.5% | +31.2% | +2,770.3% | +1,946.7% |
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