+77.5%
VYM vs ESTC
-47.6%
+125.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | -9.2% | +8.4% | -0.1% |
| 30D | -2.2% | +8.1% | -10.3% | -3.1% |
| 3M | +3.1% | +38.5% | -35.4% | +0.2% |
| 6M | +9.7% | +57.8% | -48.1% | +5.2% |
| YTD | +14.9% | +10.5% | +4.4% | +13.1% |
| 1Y | +17.6% | -6.4% | +23.9% | +17.0% |
| 3Y | +65.3% | +4.7% | +60.7% | +58.7% |
| All | +77.5% | -47.6% | +125.0% | +66.6% |
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