+189.7%
VTI vs ESTC
+31.2%
+158.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | +0.1% | -8.1% | +8.2% | +1.5% |
| 30D | 0.0% | +31.7% | -31.7% | -5.3% |
| 3M | +2.0% | +41.1% | -39.1% | -4.8% |
| 6M | +13.0% | +77.1% | -64.1% | +0.6% |
| YTD | +13.9% | +21.7% | -7.8% | +7.8% |
| 1Y | +20.0% | +8.4% | +11.6% | +15.1% |
| 3Y | +75.8% | +23.6% | +52.2% | +55.1% |
| 5Y | +73.8% | -46.5% | +120.3% | +69.7% |
| All | +189.7% | +31.2% | +158.6% | +103.0% |
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