+64.5%
UNH vs ESTC
+19.3%
+45.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.9% |
| 7D | -3.2% | -13.2% | +10.0% | -2.0% |
| 30D | -3.5% | +9.3% | -12.8% | -4.6% |
| 3M | -4.2% | +37.3% | -41.5% | -7.4% |
| 6M | +38.3% | +61.0% | -22.7% | +31.1% |
| YTD | +19.2% | +10.7% | +8.6% | +16.7% |
| 1Y | +15.0% | -7.2% | +22.1% | +14.1% |
| 3Y | -14.5% | +7.2% | -21.7% | -19.7% |
| 5Y | +4.6% | -47.7% | +52.3% | +5.0% |
| All | +64.5% | +19.3% | +45.2% | +16.8% |
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 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