+32.9%
VZ vs ESTC
+20.3%
+12.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | -0.1% |
| 7D | +5.6% | -18.5% | +24.1% | +5.6% |
| 30D | +1.9% | -11.0% | +12.9% | +1.8% |
| 3M | +0.8% | +20.8% | -20.0% | +0.7% |
| 6M | +0.6% | +67.9% | -67.3% | +0.5% |
| YTD | +20.8% | +11.6% | +9.2% | +20.8% |
| 1Y | +23.9% | -3.3% | +27.2% | +24.1% |
| 3Y | +55.7% | +16.4% | +39.3% | +53.5% |
| 5Y | +21.5% | -49.9% | +71.4% | +21.0% |
| All | +32.9% | +20.3% | +12.6% | +22.2% |
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