+24.8%
UDR vs ESTC
+25.9%
-1.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | +7.8% | -4.2% | +12.0% | +8.0% |
| 3M | -2.8% | +2.5% | -5.2% | -3.5% |
| 6M | -1.4% | +81.5% | -82.9% | -8.1% |
| YTD | +3.4% | +16.8% | -13.5% | +0.3% |
| 1Y | +9.9% | -3.5% | +13.3% | +8.5% |
| 3Y | +28.5% | +17.7% | +10.8% | +19.6% |
| 5Y | -20.5% | -51.7% | +31.2% | -22.2% |
| All | +24.8% | +25.9% | -1.2% | -2.9% |
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