-41.4%
VTRS vs ESTC
+19.1%
-60.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -9.2% | +7.0% | -1.1% |
| 30D | +3.3% | +8.1% | -4.8% | +1.8% |
| 3M | +2.0% | +38.5% | -36.5% | -2.6% |
| 6M | +19.9% | +57.8% | -37.8% | +12.3% |
| YTD | +35.7% | +10.5% | +25.2% | +32.0% |
| 1Y | +68.1% | -6.4% | +74.5% | +66.1% |
| 3Y | +87.1% | +4.7% | +82.4% | +74.4% |
| 5Y | +47.6% | -47.8% | +95.4% | +44.2% |
| All | -41.4% | +19.1% | -60.5% | -57.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling