+72.0%
VYM vs ESTC
-52.1%
+124.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +3.7% | +2.4% | +1.3% | +3.5% |
| 30D | +3.7% | -4.2% | +7.9% | +3.9% |
| 3M | -0.7% | +2.5% | -3.2% | -1.2% |
| 6M | +7.2% | +81.5% | -74.3% | +1.7% |
| YTD | +16.9% | +16.8% | +0.1% | +14.4% |
| 1Y | +19.6% | -3.5% | +23.1% | +18.8% |
| 3Y | +74.6% | +17.7% | +56.9% | +65.8% |
| All | +72.0% | -52.1% | +124.1% | +57.1% |
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