+137.6%
VYM vs ESTC
+31.2%
+106.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | 0.0% |
| 7D | 0.0% | -8.1% | +8.1% | +0.7% |
| 30D | -0.5% | +31.7% | -32.2% | -3.5% |
| 3M | +3.0% | +41.1% | -38.0% | -0.9% |
| 6M | +8.2% | +77.1% | -68.9% | +1.4% |
| YTD | +15.8% | +21.7% | -5.9% | +12.3% |
| 1Y | +20.8% | +8.4% | +12.5% | +18.1% |
| 3Y | +65.3% | +23.6% | +41.6% | +53.8% |
| 5Y | +76.6% | -46.5% | +123.1% | +74.4% |
| All | +137.6% | +31.2% | +106.4% | +81.7% |
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 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