+25.5%
VZ vs ESTC
-46.4%
+71.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.9% |
| 7D | +0.1% | -8.1% | +8.2% | 0.0% |
| 30D | +7.9% | +31.7% | -23.8% | +8.3% |
| 3M | +13.6% | +41.1% | -27.4% | +14.2% |
| 6M | +1.1% | +77.1% | -76.0% | +2.0% |
| YTD | +29.3% | +21.7% | +7.6% | +30.0% |
| 1Y | +21.2% | +8.4% | +12.9% | +21.9% |
| 3Y | +75.9% | +23.6% | +52.3% | +74.5% |
| All | +25.5% | -46.4% | +71.8% | +19.5% |
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