+104.3%
VSH vs ESTC
+19.1%
+85.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | +4.8% | -9.2% | +13.9% | +6.9% |
| 30D | -0.7% | +8.1% | -8.8% | -3.5% |
| 3M | -43.1% | +38.5% | -81.5% | -47.9% |
| 6M | +91.8% | +57.8% | +34.0% | +68.6% |
| YTD | +131.6% | +10.5% | +121.1% | +118.9% |
| 1Y | +118.1% | -6.4% | +124.4% | +112.8% |
| 3Y | +40.9% | +4.7% | +36.2% | +26.3% |
| 5Y | +75.8% | -47.8% | +123.5% | +74.5% |
| All | +104.3% | +19.1% | +85.2% | +30.7% |
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