+87.1%
VTRS vs ESTC
+6.9%
+80.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -9.2% | +7.0% | -1.7% |
| 30D | +3.3% | +8.1% | -4.8% | +2.5% |
| 3M | +2.0% | +38.5% | -36.5% | -0.8% |
| 6M | +19.9% | +57.8% | -37.8% | +15.2% |
| YTD | +35.7% | +10.5% | +25.2% | +33.3% |
| 1Y | +68.1% | -6.4% | +74.5% | +66.8% |
| 3Y | +87.1% | +4.7% | +82.4% | +77.7% |
| All | +87.1% | +6.9% | +80.2% | +77.7% |
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 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