+18.9%
VSXY vs ESTC
-46.4%
+65.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.0% |
| 7D | -10.7% | -3.3% | -7.4% | -10.4% |
| 30D | -24.3% | +13.4% | -37.7% | -27.9% |
| 3M | +1.0% | +41.3% | -40.3% | -9.7% |
| 6M | +57.4% | +62.6% | -5.2% | +33.2% |
| YTD | +39.8% | +14.8% | +25.0% | +29.5% |
| 1Y | +196.5% | -5.1% | +201.5% | +186.8% |
| 3Y | +357.2% | +11.2% | +346.1% | +297.5% |
| 5Y | +18.9% | -47.0% | +65.9% | +3.2% |
| All | +18.9% | -46.4% | +65.3% | +3.2% |
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