+32.4%
UAL vs ESTC
+31.2%
+1.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.6% |
| 7D | +0.7% | -8.1% | +8.8% | +2.6% |
| 30D | -16.1% | +31.7% | -47.8% | -22.3% |
| 3M | +6.1% | +41.1% | -34.9% | -3.8% |
| 6M | +10.8% | +77.1% | -66.2% | -5.9% |
| YTD | -0.4% | +21.7% | -22.1% | -7.7% |
| 1Y | +5.0% | +8.4% | -3.4% | -0.9% |
| 3Y | +124.0% | +23.6% | +100.4% | +92.7% |
| 5Y | +141.0% | -46.5% | +187.4% | +135.8% |
| All | +32.4% | +31.2% | +1.2% | -19.0% |
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 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