-41.1%
VTRS vs ESTC
+26.3%
-67.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.2% |
| 7D | -0.1% | -4.3% | +4.2% | +0.3% |
| 30D | +1.9% | +17.7% | -15.9% | -0.6% |
| 3M | +5.1% | +42.3% | -37.2% | +0.1% |
| 6M | +20.1% | +64.6% | -44.5% | +11.9% |
| YTD | +36.6% | +17.2% | +19.4% | +31.9% |
| 1Y | +64.1% | -4.2% | +68.3% | +61.9% |
| 3Y | +86.4% | +13.5% | +72.8% | +72.0% |
| 5Y | +40.9% | -45.5% | +86.4% | +37.1% |
| All | -41.1% | +26.3% | -67.4% | -57.1% |
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