+22.4%
VZ vs ESTC
-2.5%
+24.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -0.8% |
| 7D | +2.1% | -11.5% | +13.7% | +1.3% |
| 30D | +1.4% | -7.5% | +8.9% | +0.8% |
| 3M | -1.3% | +23.1% | -24.3% | +0.2% |
| 6M | -0.5% | +75.3% | -75.8% | +4.7% |
| YTD | +19.6% | +14.1% | +5.5% | +21.9% |
| 1Y | +22.4% | -0.6% | +23.0% | +24.7% |
| All | +22.4% | -2.5% | +24.9% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling