+648.4%
UEC vs ESTC
+23.7%
+624.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -1.7% |
| 7D | -0.2% | -3.3% | +3.2% | +0.7% |
| 30D | +1.9% | +13.4% | -11.5% | -4.5% |
| 3M | +8.9% | +41.3% | -32.4% | -6.0% |
| 6M | -14.5% | +62.6% | -77.0% | -30.6% |
| YTD | -0.7% | +14.8% | -15.5% | -10.4% |
| 1Y | -4.1% | -5.1% | +1.0% | -8.1% |
| 3Y | +148.9% | +11.2% | +137.8% | +96.0% |
| 5Y | +300.0% | -47.0% | +347.0% | +283.4% |
| All | +648.4% | +23.7% | +624.7% | +333.2% |
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 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