-37.5%
U vs ESTC
-14.0%
-23.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +5.0% |
| 7D | +4.5% | -4.3% | +8.8% | +7.1% |
| 30D | -0.6% | +17.7% | -18.3% | -13.6% |
| 3M | +48.4% | +42.3% | +6.1% | +13.3% |
| 6M | +115.4% | +64.6% | +50.8% | +45.9% |
| YTD | -3.2% | +17.2% | -20.4% | -17.2% |
| 1Y | -6.0% | -4.2% | -1.8% | -10.5% |
| 3Y | +13.5% | +13.5% | -0.1% | -24.7% |
| 5Y | -68.0% | -45.5% | -22.5% | -66.7% |
| All | -37.5% | -14.0% | -23.5% | -56.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling