+23.4%
VSAT vs ESTC
+26.3%
-2.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +4.1% |
| 7D | +17.3% | -4.3% | +21.6% | +18.3% |
| 30D | -3.3% | +17.7% | -21.0% | -8.5% |
| 3M | +18.7% | +42.3% | -23.6% | +6.3% |
| 6M | +77.6% | +64.6% | +13.0% | +51.3% |
| YTD | +125.6% | +17.2% | +108.4% | +108.1% |
| 1Y | +158.3% | -4.2% | +162.5% | +150.5% |
| 3Y | +226.1% | +13.5% | +212.6% | +188.8% |
| 5Y | +54.7% | -45.5% | +100.2% | +49.3% |
| All | +23.4% | +26.3% | -2.9% | -19.1% |
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