+129.2%
VTR vs ESTC
+16.0%
+113.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.8% |
| 7D | +0.7% | +5.8% | -5.1% | +0.8% |
| 30D | +6.9% | -5.6% | +12.5% | +6.8% |
| 3M | +1.3% | +15.4% | -14.1% | +1.5% |
| 6M | +2.5% | +77.8% | -75.3% | +3.0% |
| YTD | +18.0% | +18.1% | -0.1% | +18.8% |
| 1Y | +19.5% | -3.7% | +23.1% | +20.5% |
| All | +129.2% | +16.0% | +113.3% | +123.0% |
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 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