+20.2%
UDR vs ESTC
+23.7%
-3.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -3.3% | -3.3% | +0.1% | -3.0% |
| 30D | -5.6% | +13.4% | -19.1% | -7.1% |
| 3M | -9.4% | +41.3% | -50.7% | -12.9% |
| 6M | -3.0% | +62.6% | -65.5% | -8.4% |
| YTD | -0.4% | +14.8% | -15.2% | -2.9% |
| 1Y | -5.1% | -5.1% | -0.1% | -6.0% |
| 3Y | +4.2% | +11.2% | -6.9% | -2.3% |
| 5Y | -19.5% | -47.0% | +27.5% | -22.0% |
| All | +20.2% | +23.7% | -3.5% | -6.0% |
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 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