+88.7%
VUG vs ESTC
+18.2%
+70.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | -0.1% | -8.1% | +8.0% | +1.0% |
| 30D | -0.3% | +31.7% | -32.0% | -4.6% |
| 3M | -0.7% | +41.1% | -41.7% | -6.1% |
| 6M | +14.6% | +77.1% | -62.4% | +4.3% |
| YTD | +9.0% | +21.7% | -12.7% | +4.5% |
| 1Y | +14.9% | +8.4% | +6.5% | +11.4% |
| All | +88.7% | +18.2% | +70.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling