+644.5%
UEC vs ESTC
+31.2%
+613.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.8% |
| 7D | -6.9% | -8.1% | +1.2% | -4.4% |
| 30D | +7.6% | +31.7% | -24.0% | -4.1% |
| 3M | -18.4% | +41.1% | -59.4% | -29.3% |
| 6M | -23.3% | +77.1% | -100.3% | -39.6% |
| YTD | -1.2% | +21.7% | -22.9% | -12.5% |
| 1Y | +2.3% | +8.4% | -6.1% | -6.5% |
| 3Y | +162.3% | +23.6% | +138.7% | +98.1% |
| 5Y | +287.2% | -46.5% | +333.7% | +270.3% |
| All | +644.5% | +31.2% | +613.4% | +322.8% |
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