-3.9%
UNH vs ESTC
-50.1%
+46.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.6% | -2.6% | +1.1% | -1.5% |
| 30D | +6.5% | -8.6% | +15.0% | +6.8% |
| 3M | +0.8% | +14.4% | -13.6% | +0.1% |
| 6M | +6.1% | +73.3% | -67.2% | +3.3% |
| YTD | +24.5% | +15.7% | +8.7% | +23.1% |
| 1Y | +26.3% | -7.6% | +33.9% | +26.0% |
| 3Y | -20.7% | +14.6% | -35.3% | -23.0% |
| All | -3.9% | -50.1% | +46.2% | -5.0% |
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