+183.9%
VTI vs ESTC
+25.9%
+158.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.5% | +2.4% | +0.1% | +2.1% |
| 30D | -1.5% | -4.2% | +2.7% | -1.0% |
| 3M | -3.2% | +2.5% | -5.7% | -4.3% |
| 6M | +2.3% | +81.5% | -79.2% | -9.2% |
| YTD | +11.6% | +16.8% | -5.2% | +6.0% |
| 1Y | +13.8% | -3.5% | +17.2% | +11.4% |
| 3Y | +77.4% | +17.7% | +59.7% | +58.0% |
| 5Y | +64.6% | -51.7% | +116.3% | +63.9% |
| All | +183.9% | +25.9% | +158.0% | +99.7% |
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 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