+66.7%
VSH vs ESTC
-47.2%
+113.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.4% |
| 7D | +6.2% | -4.3% | +10.5% | +6.8% |
| 30D | -11.1% | +17.7% | -28.8% | -14.3% |
| 3M | -44.9% | +42.3% | -87.2% | -48.8% |
| 6M | +90.0% | +64.6% | +25.4% | +70.7% |
| YTD | +118.8% | +17.2% | +101.6% | +108.0% |
| 1Y | +109.0% | -4.2% | +113.2% | +105.7% |
| 3Y | +35.6% | +13.5% | +22.1% | +24.3% |
| 5Y | +66.7% | -45.5% | +112.2% | +50.4% |
| All | +66.7% | -47.2% | +113.9% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling