-44.7%
UEC vs ESTC
+1.6%
-46.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -13.8% | -15.9% | +2.1% | -12.3% |
| 30D | -23.1% | -5.5% | -17.6% | -22.6% |
| 3M | -31.5% | +26.2% | -57.7% | -33.1% |
| 6M | -51.5% | +77.0% | -128.5% | -53.9% |
| YTD | -38.4% | +18.9% | -57.3% | -39.0% |
| 1Y | -44.7% | +1.3% | -46.0% | -41.5% |
| All | -44.7% | +1.6% | -46.2% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling