+190.9%
VRTX vs ESTC
+24.7%
+166.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.4% | -2.6% | +2.3% | -0.1% |
| 30D | +7.9% | -8.6% | +16.5% | +8.8% |
| 3M | +3.3% | +14.4% | -11.1% | +1.0% |
| 6M | +25.7% | +73.3% | -47.6% | +16.7% |
| YTD | +20.7% | +15.7% | +4.9% | +16.7% |
| 1Y | +27.4% | -7.6% | +35.0% | +26.4% |
| 3Y | +46.4% | +14.6% | +31.8% | +35.2% |
| 5Y | +194.3% | -50.0% | +244.3% | +198.0% |
| All | +190.9% | +24.7% | +166.2% | +102.1% |
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