+83.1%
VSH vs ESTC
+0.3%
+82.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.9% | +8.6% | +13.2% |
| 7D | +3.5% | -1.2% | +4.7% | +3.4% |
| 30D | -22.4% | -8.1% | -14.3% | -22.5% |
| 3M | -25.2% | +20.2% | -45.4% | -24.3% |
| 6M | -22.5% | +72.7% | -95.3% | -20.0% |
| YTD | +84.2% | +19.6% | +64.6% | +88.8% |
| All | +83.1% | +0.3% | +82.8% | +87.4% |
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