+14.9%
VSAT vs ESTC
-48.9%
+63.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.5% | +7.1% |
| 7D | -17.0% | -11.5% | -5.5% | -14.3% |
| 30D | -9.8% | -7.5% | -2.2% | -7.7% |
| 3M | -22.0% | +23.1% | -45.1% | -27.2% |
| 6M | -5.0% | +75.3% | -80.3% | -20.4% |
| YTD | +85.6% | +14.1% | +71.5% | +72.5% |
| 1Y | +80.2% | -0.6% | +80.8% | +74.1% |
| 3Y | +250.0% | +20.8% | +229.2% | +206.7% |
| All | +14.9% | -48.9% | +63.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling