+15.0%
UNH vs ESTC
-8.5%
+23.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.3% |
| 7D | -3.2% | -13.2% | +10.0% | -3.3% |
| 30D | -3.5% | +9.3% | -12.8% | -3.4% |
| 3M | -4.2% | +37.3% | -41.5% | -4.2% |
| 6M | +38.3% | +61.0% | -22.7% | +38.1% |
| YTD | +19.2% | +10.7% | +8.6% | +17.6% |
| 1Y | +15.0% | -7.2% | +22.1% | +11.9% |
| All | +15.0% | -8.5% | +23.5% | +11.9% |
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