+77.7%
VUG vs ESTC
+18.0%
+59.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | -3.4% | -11.5% | +8.1% | -1.7% |
| 30D | -11.1% | -7.5% | -3.6% | -10.2% |
| 3M | -7.2% | +23.1% | -30.3% | -10.6% |
| 6M | -4.1% | +75.3% | -79.4% | -12.6% |
| YTD | +1.4% | +14.1% | -12.7% | -2.1% |
| 1Y | +1.9% | -0.6% | +2.5% | +0.2% |
| 3Y | +77.7% | +20.8% | +56.9% | +73.8% |
| All | +77.7% | +18.0% | +59.7% | +73.8% |
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