+184.8%
VTI vs ESTC
+19.3%
+165.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | 0.0% |
| 7D | -2.0% | -13.2% | +11.1% | +0.3% |
| 30D | -1.9% | +9.3% | -11.3% | -4.1% |
| 3M | +4.5% | +37.3% | -32.8% | -2.0% |
| 6M | +12.6% | +61.0% | -48.4% | +1.9% |
| YTD | +12.0% | +10.7% | +1.3% | +7.6% |
| 1Y | +17.3% | -7.2% | +24.5% | +15.7% |
| 3Y | +75.3% | +7.2% | +68.2% | +58.8% |
| 5Y | +74.0% | -47.7% | +121.7% | +70.0% |
| All | +184.8% | +19.3% | +165.5% | +102.7% |
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