-19.3%
UDR vs ESTC
-47.2%
+27.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -2.1% | -4.3% | +2.2% | -1.7% |
| 30D | -5.6% | +17.7% | -23.3% | -7.3% |
| 3M | -5.8% | +42.3% | -48.1% | -9.2% |
| 6M | -1.1% | +64.6% | -65.7% | -6.4% |
| YTD | +1.6% | +17.2% | -15.6% | -0.9% |
| 1Y | -2.7% | -4.2% | +1.5% | -3.5% |
| 3Y | +6.3% | +13.5% | -7.2% | -0.6% |
| 5Y | -19.3% | -45.5% | +26.2% | -25.2% |
| All | -19.3% | -47.2% | +27.9% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling