+608.4%
VST vs ESTC
-52.1%
+660.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +6.6% | +2.4% | +4.2% | +6.2% |
| 30D | -12.4% | -4.2% | -8.1% | -11.8% |
| 3M | -9.0% | +2.5% | -11.5% | -10.0% |
| 6M | -6.4% | +81.5% | -87.9% | -17.0% |
| YTD | -17.2% | +16.8% | -34.0% | -21.1% |
| 1Y | -22.0% | -3.5% | -18.6% | -23.3% |
| 3Y | +296.7% | +17.7% | +278.9% | +272.3% |
| All | +608.4% | -52.1% | +660.4% | +520.1% |
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