+472.0%
VST vs ESTC
+23.0%
+449.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.3% | +10.2% |
| 7D | -9.8% | -11.5% | +1.7% | -8.0% |
| 30D | -25.1% | -7.5% | -17.6% | -24.2% |
| 3M | -11.6% | +23.1% | -34.6% | -15.2% |
| 6M | -20.9% | +75.3% | -96.2% | -29.1% |
| YTD | -22.3% | +14.1% | -36.4% | -25.7% |
| 1Y | -32.0% | -0.6% | -31.4% | -33.6% |
| 3Y | +262.4% | +20.8% | +241.6% | +236.5% |
| 5Y | +563.4% | -48.8% | +612.1% | +554.3% |
| All | +472.0% | +23.0% | +449.0% | +322.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling