+254.5%
VUG vs ESTC
+26.3%
+228.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.5% |
| 7D | +0.9% | -4.3% | +5.2% | +1.8% |
| 30D | -1.4% | +17.7% | -19.2% | -5.8% |
| 3M | +2.3% | +42.3% | -40.0% | -6.7% |
| 6M | +15.7% | +64.6% | -48.9% | +1.1% |
| YTD | +8.6% | +17.2% | -8.6% | +1.8% |
| 1Y | +14.1% | -4.2% | +18.3% | +11.3% |
| 3Y | +87.9% | +13.5% | +74.4% | +63.2% |
| 5Y | +76.3% | -45.5% | +121.9% | +70.2% |
| All | +254.5% | +26.3% | +228.2% | +139.6% |
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