+75.3%
VTI vs ESTC
+11.0%
+64.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | -0.4% | -3.3% | +3.0% | 0.0% |
| 30D | -1.6% | +13.4% | -15.0% | -3.3% |
| 3M | +3.6% | +41.3% | -37.8% | -0.8% |
| 6M | +13.0% | +62.6% | -49.6% | +6.2% |
| YTD | +12.7% | +14.8% | -2.1% | +9.9% |
| 1Y | +18.4% | -5.1% | +23.4% | +17.7% |
| All | +75.3% | +11.0% | +64.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling