+45.9%
UL vs ESTC
+24.6%
+21.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | +2.6% | -3.6% | +6.1% | +2.7% |
| 30D | +6.8% | -11.2% | +17.9% | +7.2% |
| 3M | +5.7% | +14.3% | -8.6% | +4.9% |
| 6M | +15.9% | +67.0% | -51.1% | +12.9% |
| YTD | +4.3% | +15.7% | -11.4% | +3.0% |
| 1Y | -0.4% | -6.3% | +5.8% | -0.6% |
| 3Y | +35.0% | +14.5% | +20.4% | +30.2% |
| 5Y | +31.6% | -49.9% | +81.5% | +31.3% |
| All | +45.9% | +24.6% | +21.2% | +23.9% |
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