+346.5%
UEC vs ESTC
+23.0%
+323.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.0% |
| 7D | -10.2% | -11.5% | +1.3% | -6.3% |
| 30D | -26.9% | -7.5% | -19.4% | -24.9% |
| 3M | -35.7% | +23.1% | -58.7% | -41.4% |
| 6M | -56.1% | +75.3% | -131.4% | -65.1% |
| YTD | -40.8% | +14.1% | -54.9% | -46.4% |
| 1Y | -43.4% | -0.6% | -42.8% | -46.4% |
| 3Y | +25.4% | +20.8% | +4.5% | -4.2% |
| 5Y | +51.1% | -48.8% | +99.8% | +47.0% |
| All | +346.5% | +23.0% | +323.5% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling