+19.6%
VSAT vs ESTC
+31.2%
-11.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +6.1% |
| 7D | +11.8% | -8.1% | +19.9% | +13.9% |
| 30D | -7.0% | +31.7% | -38.7% | -14.6% |
| 3M | +3.3% | +41.1% | -37.8% | -7.1% |
| 6M | +57.4% | +77.1% | -19.6% | +31.7% |
| YTD | +118.6% | +21.7% | +96.9% | +99.9% |
| 1Y | +150.2% | +8.4% | +141.9% | +135.0% |
| 3Y | +160.7% | +23.6% | +137.1% | +126.0% |
| 5Y | +51.2% | -46.5% | +97.6% | +46.6% |
| All | +19.6% | +31.2% | -11.6% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling