-34.9%
VST vs ESTC
+1.6%
-36.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.9% | -13.0% | -13.8% |
| 7D | -15.7% | -15.9% | +0.1% | -15.2% |
| 30D | -17.0% | -5.5% | -11.5% | -16.7% |
| 3M | -15.9% | +26.2% | -42.1% | -16.8% |
| 6M | -25.0% | +77.0% | -102.0% | -28.4% |
| YTD | -25.1% | +18.9% | -44.0% | -24.6% |
| 1Y | -34.9% | +1.3% | -36.2% | -32.8% |
| All | -34.9% | +1.6% | -36.4% | -32.8% |
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 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