+43.2%
VSH vs ESTC
+23.0%
+20.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.2% |
| 7D | -12.9% | -11.5% | -1.4% | -10.4% |
| 30D | -36.9% | -7.5% | -29.3% | -35.6% |
| 3M | -28.8% | +23.1% | -51.8% | -32.6% |
| 6M | -30.3% | +75.3% | -105.6% | -39.7% |
| YTD | +62.4% | +14.1% | +48.3% | +52.7% |
| 1Y | +62.5% | -0.6% | +63.1% | +57.1% |
| 3Y | +7.4% | +20.8% | -13.4% | -6.6% |
| 5Y | +25.4% | -48.8% | +74.2% | +26.3% |
| All | +43.2% | +23.0% | +20.2% | -8.8% |
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