+76.5%
VUG vs ESTC
-46.4%
+122.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.4% |
| 7D | -0.1% | -8.1% | +8.0% | +1.6% |
| 30D | -0.3% | +31.7% | -32.0% | -6.7% |
| 3M | -0.7% | +41.1% | -41.7% | -8.7% |
| 6M | +14.6% | +77.1% | -62.4% | -0.5% |
| YTD | +9.0% | +21.7% | -12.7% | +2.0% |
| 1Y | +14.9% | +8.4% | +6.5% | +9.4% |
| 3Y | +86.0% | +23.6% | +62.4% | +59.0% |
| All | +76.5% | -46.4% | +122.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling