+68.2%
UNH vs ESTC
+31.2%
+37.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.6% |
| 7D | +1.1% | -8.1% | +9.2% | +1.8% |
| 30D | -3.8% | +31.7% | -35.5% | -6.5% |
| 3M | +0.7% | +41.1% | -40.3% | -2.9% |
| 6M | +37.9% | +77.1% | -39.2% | +29.6% |
| YTD | +21.9% | +21.7% | +0.2% | +18.4% |
| 1Y | +31.4% | +8.4% | +23.0% | +28.5% |
| 3Y | -11.4% | +23.6% | -35.0% | -18.0% |
| 5Y | +2.5% | -46.5% | +49.0% | +3.5% |
| All | +68.2% | +31.2% | +37.1% | +18.5% |
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