+71.0%
UBER vs ESTC
+2.2%
+68.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -7.0% | -3.3% | -3.7% | -6.0% |
| 30D | -8.9% | +13.4% | -22.4% | -14.2% |
| 3M | +1.0% | +41.3% | -40.3% | -12.5% |
| 6M | -3.7% | +62.6% | -66.3% | -22.0% |
| YTD | -13.0% | +14.8% | -27.8% | -21.0% |
| 1Y | -25.5% | -5.1% | -20.5% | -28.2% |
| 3Y | +50.5% | +11.2% | +39.3% | +18.9% |
| 5Y | +76.2% | -47.0% | +123.1% | +75.0% |
| All | +71.0% | +2.2% | +68.8% | +0.7% |
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