+46.5%
VTRS vs ESTC
-49.0%
+95.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | -3.3% | -13.2% | +9.9% | -2.1% |
| 30D | +1.4% | +9.3% | -8.0% | +0.1% |
| 3M | +4.6% | +37.3% | -32.7% | +0.9% |
| 6M | +18.1% | +61.0% | -42.9% | +11.7% |
| YTD | +34.7% | +10.7% | +24.0% | +31.6% |
| 1Y | +65.6% | -7.2% | +72.8% | +64.2% |
| 3Y | +83.8% | +7.2% | +76.6% | +72.9% |
| 5Y | +46.5% | -47.7% | +94.2% | +34.4% |
| All | +46.5% | -49.0% | +95.4% | +34.4% |
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