+112.3%
UAL vs ESTC
-48.9%
+161.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | +8.2% | -11.5% | +19.7% | +10.9% |
| 30D | +2.3% | -7.5% | +9.9% | +3.8% |
| 3M | -12.7% | +23.1% | -35.7% | -17.9% |
| 6M | +12.7% | +75.3% | -62.6% | -3.3% |
| YTD | +0.8% | +14.1% | -13.3% | -5.1% |
| 1Y | +17.8% | -0.6% | +18.4% | +13.9% |
| 3Y | +206.7% | +20.8% | +185.9% | +167.8% |
| All | +112.3% | -48.9% | +161.2% | +78.0% |
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