+27.4%
VSH vs ESTC
+25.2%
+2.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +5.1% |
| 7D | +4.1% | -8.1% | +12.2% | +5.3% |
| 30D | -4.2% | +31.7% | -35.8% | -9.0% |
| 3M | -50.0% | +41.1% | -91.0% | -53.1% |
| 6M | +80.2% | +77.1% | +3.1% | +61.0% |
| YTD | +121.1% | +21.7% | +99.4% | +111.2% |
| 1Y | +112.0% | +8.4% | +103.6% | +106.1% |
| All | +27.4% | +25.2% | +2.3% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling