+155.2%
UEC vs ESTC
+11.7%
+143.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.5% |
| 7D | +2.6% | -4.3% | +6.9% | +3.1% |
| 30D | +5.6% | +17.7% | -12.1% | +2.2% |
| 3M | -5.7% | +42.3% | -48.0% | -11.7% |
| 6M | -8.0% | +64.6% | -72.6% | -16.2% |
| YTD | +1.8% | +17.2% | -15.4% | -2.4% |
| 1Y | +0.6% | -4.2% | +4.8% | -0.3% |
| 3Y | +155.2% | +13.5% | +141.6% | +149.7% |
| All | +155.2% | +11.7% | +143.4% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling