+139.4%
VT vs ESTC
+20.3%
+119.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | -3.2% |
| 7D | -4.2% | -18.5% | +14.3% | -1.2% |
| 30D | -5.8% | -11.0% | +5.2% | -4.3% |
| 3M | -5.2% | +20.8% | -26.0% | -8.7% |
| 6M | +0.1% | +67.9% | -67.8% | -8.9% |
| YTD | +8.2% | +11.6% | -3.4% | +4.1% |
| 1Y | +10.1% | -3.3% | +13.4% | +8.0% |
| 3Y | +69.7% | +16.4% | +53.3% | +52.8% |
| 5Y | +53.4% | -49.9% | +103.2% | +51.2% |
| All | +139.4% | +20.3% | +119.1% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling