+145.3%
UMC vs ESTC
-46.4%
+191.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.4% |
| 7D | +13.6% | -3.3% | +17.0% | +14.1% |
| 30D | +20.8% | +13.4% | +7.3% | +17.0% |
| 3M | +16.1% | +41.3% | -25.2% | +7.5% |
| 6M | +137.3% | +62.6% | +74.7% | +112.1% |
| YTD | +193.8% | +14.8% | +179.0% | +179.5% |
| 1Y | +236.1% | -5.1% | +241.1% | +230.4% |
| 3Y | +267.1% | +11.2% | +256.0% | +219.7% |
| 5Y | +145.3% | -47.0% | +192.2% | +110.7% |
| All | +145.3% | -46.4% | +191.6% | +110.7% |
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