+88.0%
VTR vs ESTC
-46.4%
+134.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.5% |
| 7D | -2.9% | -3.3% | +0.4% | -2.8% |
| 30D | -2.8% | +13.4% | -16.2% | -3.5% |
| 3M | +9.0% | +41.3% | -32.3% | +7.0% |
| 6M | +5.0% | +62.6% | -57.6% | +2.0% |
| YTD | +16.9% | +14.8% | +2.2% | +15.7% |
| 1Y | +34.3% | -5.1% | +39.4% | +34.2% |
| 3Y | +131.6% | +11.2% | +120.4% | +120.6% |
| 5Y | +88.0% | -47.0% | +135.0% | +74.7% |
| All | +88.0% | -46.4% | +134.4% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling