-11.8%
UNH vs ESTC
+11.7%
-23.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.0% |
| 7D | +1.1% | -4.3% | +5.4% | +1.2% |
| 30D | -1.5% | +17.7% | -19.3% | -2.0% |
| 3M | -0.8% | +42.3% | -43.1% | -1.8% |
| 6M | +41.8% | +64.6% | -22.8% | +39.7% |
| YTD | +23.1% | +17.2% | +5.9% | +22.2% |
| 1Y | +28.5% | -4.2% | +32.7% | +28.2% |
| 3Y | -11.8% | +13.5% | -25.3% | -11.8% |
| All | -11.8% | +11.7% | -23.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling