+80.6%
VTV vs ESTC
-46.4%
+127.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -0.7% | -3.3% | +2.7% | -0.4% |
| 30D | -0.5% | +13.4% | -13.9% | -1.7% |
| 3M | +5.3% | +41.3% | -36.0% | +2.2% |
| 6M | +12.9% | +62.6% | -49.7% | +7.9% |
| YTD | +18.5% | +14.8% | +3.7% | +16.3% |
| 1Y | +25.3% | -5.1% | +30.3% | +24.6% |
| 3Y | +68.2% | +11.2% | +57.0% | +60.3% |
| 5Y | +80.6% | -47.0% | +127.6% | +69.9% |
| All | +80.6% | -46.4% | +127.0% | +69.9% |
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