+65.1%
VYM vs ESTC
+11.0%
+54.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -1.0% | -3.3% | +2.4% | -0.8% |
| 30D | -2.0% | +13.4% | -15.5% | -2.9% |
| 3M | +3.1% | +41.3% | -38.3% | +0.7% |
| 6M | +8.9% | +62.6% | -53.7% | +5.3% |
| YTD | +14.7% | +14.8% | 0.0% | +13.3% |
| 1Y | +19.4% | -5.1% | +24.5% | +19.3% |
| All | +65.1% | +11.0% | +54.1% | +61.4% |
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