+18.1%
VSAT vs ESTC
+28.9%
-10.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +4.9% | +11.4% | +15.1% |
| 7D | +0.4% | -1.2% | +1.5% | +0.9% |
| 30D | +3.3% | -8.1% | +11.4% | +5.8% |
| 3M | -7.5% | +20.2% | -27.6% | -12.7% |
| 6M | +6.2% | +72.7% | -66.5% | -9.9% |
| YTD | +115.8% | +19.6% | +96.2% | +98.7% |
| 1Y | +107.7% | +0.3% | +107.4% | +100.4% |
| 3Y | +292.0% | +22.8% | +269.2% | +243.4% |
| 5Y | +35.3% | -50.9% | +86.2% | +34.9% |
| All | +18.1% | +28.9% | -10.9% | -22.8% |
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