+95.0%
VSH vs ESTC
+31.2%
+63.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +5.4% |
| 7D | +4.1% | -8.1% | +12.2% | +5.8% |
| 30D | -4.2% | +31.7% | -35.8% | -10.8% |
| 3M | -50.0% | +41.1% | -91.0% | -54.3% |
| 6M | +80.2% | +77.1% | +3.1% | +54.5% |
| YTD | +121.1% | +21.7% | +99.4% | +104.7% |
| 1Y | +112.0% | +8.4% | +103.6% | +100.0% |
| 3Y | +22.5% | +23.6% | -1.1% | +5.7% |
| 5Y | +64.0% | -46.5% | +110.5% | +63.2% |
| All | +95.0% | +31.2% | +63.9% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling