+63.8%
VSH vs ESTC
+25.9%
+37.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | +14.3% | +2.4% | +11.9% | +13.8% |
| 30D | -7.9% | -4.2% | -3.6% | -6.7% |
| 3M | -19.9% | +2.5% | -22.3% | -20.8% |
| 6M | -30.5% | +81.5% | -112.0% | -40.2% |
| YTD | +85.7% | +16.8% | +68.8% | +73.7% |
| 1Y | +98.9% | -3.5% | +102.4% | +94.0% |
| 3Y | +32.1% | +17.7% | +14.4% | +15.8% |
| 5Y | +39.7% | -51.7% | +91.4% | +44.1% |
| All | +63.8% | +25.9% | +37.8% | +3.8% |
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