+148.0%
VTV vs ESTC
+31.2%
+116.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | +0.2% |
| 7D | +0.5% | -8.1% | +8.6% | +1.3% |
| 30D | +1.1% | +31.7% | -30.6% | -2.0% |
| 3M | +5.9% | +41.1% | -35.2% | +1.7% |
| 6M | +11.6% | +77.1% | -65.4% | +4.3% |
| YTD | +19.8% | +21.7% | -1.9% | +16.0% |
| 1Y | +26.2% | +8.4% | +17.9% | +23.3% |
| 3Y | +68.5% | +23.6% | +44.8% | +56.0% |
| 5Y | +79.9% | -46.5% | +126.3% | +77.7% |
| All | +148.0% | +31.2% | +116.8% | +85.4% |
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 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