+66.6%
VT vs ESTC
-46.4%
+113.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.6% |
| 7D | +0.4% | -8.1% | +8.6% | +1.5% |
| 30D | +1.0% | +31.7% | -30.7% | -3.1% |
| 3M | +2.4% | +41.1% | -38.7% | -2.8% |
| 6M | +12.0% | +77.1% | -65.1% | +2.5% |
| YTD | +15.3% | +21.7% | -6.4% | +10.7% |
| 1Y | +22.6% | +8.4% | +14.2% | +19.0% |
| 3Y | +74.7% | +23.6% | +51.1% | +58.1% |
| All | +66.6% | -46.4% | +113.0% | +56.6% |
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 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