+237.6%
UMC vs ESTC
-5.1%
+242.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.0% |
| 7D | +13.6% | -3.3% | +17.0% | +13.6% |
| 30D | +20.8% | +13.4% | +7.3% | +19.9% |
| 3M | +16.1% | +41.3% | -25.2% | +14.9% |
| 6M | +137.3% | +62.6% | +74.7% | +132.8% |
| YTD | +193.8% | +14.8% | +179.0% | +195.9% |
| All | +237.6% | -5.1% | +242.7% | +251.8% |
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