+73.6%
UNH vs ESTC
+25.9%
+47.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.4% | +2.4% | +1.0% | +3.1% |
| 30D | +3.0% | -4.2% | +7.2% | +3.3% |
| 3M | +2.7% | +2.5% | +0.3% | +2.1% |
| 6M | +2.8% | +81.5% | -78.7% | -3.6% |
| YTD | +25.9% | +16.8% | +9.0% | +22.5% |
| 1Y | +25.8% | -3.5% | +29.3% | +24.4% |
| 3Y | -20.0% | +17.7% | -37.8% | -25.6% |
| 5Y | -2.8% | -51.7% | +48.9% | -0.3% |
| All | +73.6% | +25.9% | +47.7% | +22.5% |
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