+39.4%
UL vs ESTC
+26.3%
+13.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.9% |
| 7D | -1.3% | -4.3% | +3.0% | -1.1% |
| 30D | +0.9% | +17.7% | -16.8% | +0.1% |
| 3M | +14.2% | +42.3% | -28.1% | +12.4% |
| 6M | -3.2% | +64.6% | -67.8% | -5.6% |
| YTD | -0.3% | +17.2% | -17.5% | -1.4% |
| 1Y | -8.8% | -4.2% | -4.6% | -9.0% |
| 3Y | +23.9% | +13.5% | +10.3% | +19.6% |
| 5Y | +21.4% | -45.5% | +66.9% | +20.3% |
| All | +39.4% | +26.3% | +13.1% | +18.6% |
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