+243.2%
VUG vs ESTC
+24.7%
+218.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -2.6% | +1.6% | -0.5% |
| 30D | -7.0% | -8.6% | +1.6% | -5.3% |
| 3M | -3.7% | +14.4% | -18.1% | -7.7% |
| 6M | -1.6% | +73.3% | -74.9% | -14.9% |
| YTD | +5.1% | +15.7% | -10.6% | -1.4% |
| 1Y | +3.8% | -7.6% | +11.3% | +2.1% |
| 3Y | +79.9% | +14.6% | +65.3% | +55.9% |
| 5Y | +66.4% | -50.0% | +116.4% | +64.2% |
| All | +243.2% | +24.7% | +218.5% | +132.0% |
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