+451.3%
VST vs ESTC
+28.1%
+423.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.9% | -13.0% | -13.7% |
| 7D | -15.7% | -15.9% | +0.1% | -13.5% |
| 30D | -17.0% | -5.5% | -11.5% | -16.3% |
| 3M | -15.9% | +26.2% | -42.1% | -19.7% |
| 6M | -25.0% | +77.0% | -102.0% | -32.8% |
| YTD | -25.1% | +18.9% | -44.0% | -28.9% |
| 1Y | -34.9% | +1.3% | -36.2% | -36.6% |
| 3Y | +252.7% | +24.0% | +228.7% | +225.9% |
| 5Y | +582.3% | -47.7% | +630.0% | +570.3% |
| All | +451.3% | +28.1% | +423.2% | +304.6% |
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