+73.1%
UMC vs ESTC
-51.0%
+124.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | -8.3% | -3.6% | -4.7% | -7.5% |
| 30D | -34.5% | -11.2% | -23.3% | -32.9% |
| 3M | -20.0% | +14.3% | -34.3% | -22.4% |
| 6M | -0.7% | +67.0% | -67.7% | -11.1% |
| YTD | +94.7% | +15.7% | +79.1% | +85.5% |
| 1Y | +106.0% | -6.3% | +112.2% | +104.1% |
| 3Y | +124.3% | +14.5% | +109.8% | +94.9% |
| All | +73.1% | -51.0% | +124.2% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling