+17.5%
UPS vs ESTC
+23.7%
-6.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -3.7% | -3.3% | -0.3% | -3.3% |
| 30D | -3.7% | +13.4% | -17.2% | -5.5% |
| 3M | -6.6% | +41.3% | -47.9% | -10.8% |
| 6M | +2.6% | +62.6% | -60.0% | -4.1% |
| YTD | +4.8% | +14.8% | -10.0% | +1.7% |
| 1Y | +25.3% | -5.1% | +30.3% | +24.0% |
| 3Y | -26.9% | +11.2% | -38.0% | -32.2% |
| 5Y | -33.5% | -47.0% | +13.5% | -35.3% |
| All | +17.5% | +23.7% | -6.2% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling