+240.1%
VUG vs ESTC
+28.9%
+211.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +1.7% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | -8.2% | -8.1% | -0.1% | -6.6% |
| 3M | -5.4% | +20.2% | -25.6% | -10.3% |
| 6M | -2.5% | +72.7% | -75.3% | -15.6% |
| YTD | +4.2% | +19.6% | -15.4% | -3.0% |
| 1Y | +5.0% | +0.3% | +4.8% | +1.4% |
| 3Y | +81.7% | +22.8% | +58.9% | +54.8% |
| 5Y | +62.5% | -50.9% | +113.4% | +61.2% |
| All | +240.1% | +28.9% | +211.2% | +128.2% |
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