+46.5%
UL vs ESTC
+25.9%
+20.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | +4.5% | -4.2% | +8.8% | +4.6% |
| 3M | +6.5% | +2.5% | +4.0% | +6.1% |
| 6M | +18.2% | +81.5% | -63.3% | +14.7% |
| YTD | +4.7% | +16.8% | -12.2% | +3.4% |
| 1Y | +0.8% | -3.5% | +4.2% | +0.4% |
| 3Y | +35.9% | +17.7% | +18.2% | +30.9% |
| 5Y | +33.4% | -51.7% | +85.2% | +33.6% |
| All | +46.5% | +25.9% | +20.5% | +24.4% |
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