+31.3%
UAL vs ESTC
+20.3%
+11.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.1% | +1.6% | -3.1% |
| 7D | +5.0% | -18.5% | +23.5% | +10.0% |
| 30D | -1.2% | -11.0% | +9.8% | +1.2% |
| 3M | -16.8% | +20.8% | -37.5% | -21.7% |
| 6M | +18.0% | +67.9% | -49.9% | +1.5% |
| YTD | -1.2% | +11.6% | -12.8% | -7.0% |
| 1Y | +14.3% | -3.3% | +17.6% | +10.9% |
| 3Y | +194.6% | +16.4% | +178.2% | +156.9% |
| 5Y | +109.6% | -49.9% | +159.5% | +108.0% |
| All | +31.3% | +20.3% | +11.0% | -18.3% |
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