+18.7%
VTEB vs ESTC
+23.7%
-5.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.5% |
| 7D | -0.7% | -3.3% | +2.7% | -0.7% |
| 30D | -2.1% | +13.4% | -15.5% | -2.2% |
| 3M | -2.7% | +41.3% | -44.0% | -3.1% |
| 6M | -2.1% | +62.6% | -64.7% | -2.7% |
| YTD | -1.1% | +14.8% | -15.9% | -1.4% |
| 1Y | +1.3% | -5.1% | +6.4% | +1.2% |
| 3Y | +9.0% | +11.2% | -2.2% | +8.2% |
| 5Y | +1.5% | -47.0% | +48.5% | +1.3% |
| All | +18.7% | +23.7% | -5.0% | +15.5% |
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