+1.2%
VTEB vs ESTC
-47.6%
+48.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.9% | -9.2% | +8.3% | -0.8% |
| 30D | -2.5% | +8.1% | -10.6% | -2.6% |
| 3M | -3.0% | +38.5% | -41.4% | -3.3% |
| 6M | -2.1% | +57.8% | -59.9% | -2.6% |
| YTD | -1.5% | +10.5% | -12.0% | -1.7% |
| 1Y | +0.2% | -6.4% | +6.5% | +0.1% |
| 3Y | +8.6% | +4.7% | +3.9% | +7.9% |
| All | +1.2% | -47.6% | +48.7% | +0.3% |
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 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