-9.3%
UL vs ESTC
+7.3%
-16.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.2% |
| 7D | -1.3% | -8.1% | +6.8% | -1.7% |
| 30D | +0.5% | +31.7% | -31.2% | +2.2% |
| 3M | +17.6% | +41.1% | -23.4% | +20.2% |
| 6M | -5.4% | +77.1% | -82.4% | -1.4% |
| YTD | +0.7% | +21.7% | -21.0% | +2.3% |
| 1Y | -9.3% | +8.4% | -17.6% | -8.5% |
| All | -9.3% | +7.3% | -16.5% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling