+108.4%
VSH vs ESTC
-5.7%
+114.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +12.8% | -2.6% | +15.4% | +12.9% |
| 30D | -9.0% | -8.6% | -0.4% | -8.8% |
| 3M | -12.2% | +14.4% | -26.5% | -11.1% |
| 6M | -15.9% | +73.3% | -89.2% | -13.2% |
| YTD | +103.2% | +15.7% | +87.5% | +109.2% |
| 1Y | +108.4% | -7.6% | +116.0% | +117.6% |
| All | +108.4% | -5.7% | +114.2% | +117.6% |
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