+43.1%
UAL vs ESTC
+28.9%
+14.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +5.6% |
| 7D | +10.2% | -1.2% | +11.4% | +10.5% |
| 30D | +12.0% | -8.1% | +20.1% | +14.0% |
| 3M | -7.1% | +20.2% | -27.3% | -12.3% |
| 6M | +20.9% | +72.7% | -51.9% | +3.5% |
| YTD | +7.7% | +19.6% | -12.0% | -0.2% |
| 1Y | +23.6% | +0.3% | +23.3% | +19.0% |
| 3Y | +222.6% | +22.8% | +199.8% | +178.2% |
| 5Y | +127.9% | -50.9% | +178.8% | +128.1% |
| All | +43.1% | +28.9% | +14.1% | -12.4% |
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 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