+500.1%
VST vs ESTC
-51.6%
+551.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.1% | 0.0% | -5.2% |
| 7D | -19.9% | -18.5% | -1.4% | -17.3% |
| 30D | -29.7% | -11.0% | -18.7% | -28.4% |
| 3M | -19.6% | +20.8% | -40.3% | -22.7% |
| 6M | -29.4% | +67.9% | -97.3% | -36.5% |
| YTD | -29.7% | +11.6% | -41.3% | -32.5% |
| 1Y | -40.0% | -3.3% | -36.8% | -41.1% |
| 3Y | +231.0% | +16.4% | +214.6% | +211.9% |
| 5Y | +500.1% | -49.9% | +549.9% | +414.1% |
| All | +500.1% | -51.6% | +551.7% | +414.1% |
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