+583.2%
VST vs ESTC
+31.2%
+552.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.2% |
| 7D | +8.9% | -8.1% | +17.0% | +10.2% |
| 30D | +6.2% | +31.7% | -25.5% | +0.9% |
| 3M | -2.7% | +41.1% | -43.8% | -9.0% |
| 6M | -8.4% | +77.1% | -85.4% | -18.0% |
| YTD | -7.2% | +21.7% | -28.9% | -12.0% |
| 1Y | -20.9% | +8.4% | -29.3% | -24.0% |
| 3Y | +384.0% | +23.6% | +360.4% | +347.3% |
| 5Y | +757.1% | -46.5% | +803.5% | +739.3% |
| All | +583.2% | +31.2% | +552.0% | +400.4% |
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