+4.1%
VUG vs ESTC
-8.0%
+12.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -2.6% | +1.6% | -0.8% |
| 30D | -7.0% | -8.6% | +1.6% | -6.1% |
| 3M | -3.7% | +14.4% | -18.1% | -5.3% |
| 6M | -1.6% | +73.3% | -74.9% | -7.4% |
| YTD | +5.1% | +15.7% | -10.6% | +2.1% |
| All | +4.1% | -8.0% | +12.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling