+362.6%
UEC vs ESTC
+24.6%
+337.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -4.8% |
| 7D | -5.2% | -3.6% | -1.6% | -3.7% |
| 30D | -22.0% | -11.2% | -10.8% | -18.5% |
| 3M | -37.0% | +14.3% | -51.3% | -41.0% |
| 6M | -52.7% | +67.0% | -119.7% | -61.6% |
| YTD | -38.6% | +15.7% | -54.3% | -44.6% |
| 1Y | -44.6% | -6.3% | -38.3% | -46.3% |
| 3Y | +27.1% | +14.5% | +12.6% | -0.2% |
| 5Y | +37.9% | -49.9% | +87.8% | +35.4% |
| All | +362.6% | +24.6% | +337.9% | +167.7% |
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