+130.4%
VTR vs ESTC
+19.1%
+111.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.3% | -9.2% | +8.9% | +0.6% |
| 30D | +1.1% | +8.1% | -7.0% | -0.1% |
| 3M | +7.9% | +38.5% | -30.6% | +3.9% |
| 6M | +6.2% | +57.8% | -51.6% | +0.3% |
| YTD | +17.7% | +10.5% | +7.2% | +15.0% |
| 1Y | +32.9% | -6.4% | +39.3% | +31.8% |
| 3Y | +129.7% | +4.7% | +125.0% | +113.0% |
| 5Y | +89.3% | -47.8% | +137.1% | +86.7% |
| All | +130.4% | +19.1% | +111.3% | +56.0% |
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 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