+89.7%
VTRS vs ESTC
+1.6%
+88.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | +2.4% | -15.9% | +18.3% | +2.8% |
| 30D | +9.1% | -5.5% | +14.6% | +9.2% |
| 3M | +9.4% | +26.2% | -16.8% | +7.6% |
| 6M | +28.3% | +77.0% | -48.7% | +21.9% |
| YTD | +58.0% | +18.9% | +39.1% | +54.7% |
| 1Y | +89.7% | +1.3% | +88.4% | +86.5% |
| All | +89.7% | +1.6% | +88.2% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling