+1,335.3%
UMC vs ESTC
+19.1%
+1,316.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +9.0% | -9.2% | +18.2% | +11.0% |
| 30D | +17.2% | +8.1% | +9.2% | +14.4% |
| 3M | +11.4% | +38.5% | -27.1% | +2.8% |
| 6M | +137.5% | +57.8% | +79.7% | +111.6% |
| YTD | +193.1% | +10.5% | +182.6% | +179.3% |
| 1Y | +240.3% | -6.4% | +246.7% | +233.6% |
| 3Y | +262.2% | +4.7% | +257.5% | +220.0% |
| 5Y | +143.1% | -47.8% | +190.9% | +132.4% |
| All | +1,335.3% | +19.1% | +1,316.2% | +998.2% |
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