+29.9%
UAL vs ESTC
+25.9%
+4.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | +10.5% | -4.2% | +14.7% | +11.3% |
| 3M | -13.5% | +2.5% | -16.0% | -15.1% |
| 6M | +14.2% | +81.5% | -67.3% | -3.5% |
| YTD | -2.2% | +16.8% | -19.1% | -9.0% |
| 1Y | +12.5% | -3.5% | +15.9% | +9.3% |
| 3Y | +186.8% | +17.7% | +169.1% | +149.8% |
| 5Y | +119.4% | -51.7% | +171.1% | +120.5% |
| All | +29.9% | +25.9% | +4.0% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling