+152.5%
VTV vs ESTC
+25.9%
+126.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.7% |
| 30D | +3.8% | -4.2% | +8.0% | +4.1% |
| 3M | +1.6% | +2.5% | -0.9% | +0.8% |
| 6M | +11.2% | +81.5% | -70.3% | +3.6% |
| YTD | +22.0% | +16.8% | +5.1% | +18.3% |
| 1Y | +24.9% | -3.5% | +28.3% | +23.4% |
| 3Y | +78.5% | +17.7% | +60.7% | +66.1% |
| 5Y | +77.8% | -51.7% | +129.5% | +78.1% |
| All | +152.5% | +25.9% | +126.6% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling