+95.5%
VWO vs ESTC
+26.3%
+69.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | +0.9% | -4.3% | +5.2% | +1.4% |
| 30D | +1.3% | +17.7% | -16.5% | -1.3% |
| 3M | +5.1% | +42.3% | -37.2% | -0.3% |
| 6M | +12.5% | +64.6% | -52.0% | +4.2% |
| YTD | +14.0% | +17.2% | -3.2% | +9.9% |
| 1Y | +19.7% | -4.2% | +23.9% | +18.1% |
| 3Y | +66.8% | +13.5% | +53.3% | +52.6% |
| 5Y | +36.2% | -45.5% | +81.7% | +33.3% |
| All | +95.5% | +26.3% | +69.2% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling