+131.1%
VTR vs ESTC
+31.2%
+100.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.6% |
| 7D | -1.7% | -8.1% | +6.4% | -0.9% |
| 30D | -2.4% | +31.7% | -34.1% | -5.4% |
| 3M | +14.8% | +41.1% | -26.3% | +10.3% |
| 6M | +5.3% | +77.1% | -71.7% | -1.6% |
| YTD | +18.1% | +21.7% | -3.6% | +14.3% |
| 1Y | +36.7% | +8.4% | +28.3% | +33.6% |
| 3Y | +130.1% | +23.6% | +106.5% | +109.1% |
| 5Y | +89.5% | -46.5% | +136.0% | +87.8% |
| All | +131.1% | +31.2% | +100.0% | +55.0% |
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