+89.9%
VSAT vs ESTC
-6.1%
+96.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -5.5% |
| 7D | +20.0% | +5.8% | +14.2% | +19.1% |
| 30D | +6.5% | -5.6% | +12.1% | +7.4% |
| 3M | -18.3% | +15.4% | -33.8% | -19.4% |
| 6M | +0.4% | +77.8% | -77.4% | -10.0% |
| YTD | +106.7% | +18.1% | +88.7% | +111.3% |
| 1Y | +89.9% | -3.7% | +93.5% | +115.0% |
| All | +89.9% | -6.1% | +96.0% | +115.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling