+1,216.8%
UMC vs ESTC
+31.2%
+1,185.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +5.5% |
| 7D | +5.0% | -8.1% | +13.1% | +6.5% |
| 30D | +7.7% | +31.7% | -24.0% | +0.9% |
| 3M | +1.7% | +41.1% | -39.4% | -6.3% |
| 6M | +113.9% | +77.1% | +36.9% | +86.4% |
| YTD | +168.9% | +21.7% | +147.2% | +151.6% |
| 1Y | +207.2% | +8.4% | +198.8% | +192.3% |
| 3Y | +227.7% | +23.6% | +204.1% | +179.0% |
| 5Y | +118.0% | -46.5% | +164.5% | +108.1% |
| All | +1,216.8% | +31.2% | +1,185.6% | +889.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling