+28.3%
UPS vs ESTC
+23.0%
+5.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | 0.0% | -11.5% | +11.6% | +1.4% |
| 30D | +17.3% | -7.5% | +24.9% | +18.2% |
| 3M | +6.6% | +23.1% | -16.4% | +3.4% |
| 6M | +12.0% | +75.3% | -63.3% | +3.8% |
| YTD | +14.4% | +14.1% | +0.3% | +10.8% |
| 1Y | +23.3% | -0.6% | +23.9% | +21.1% |
| 3Y | -9.6% | +20.8% | -30.4% | -17.4% |
| 5Y | -34.1% | -48.8% | +14.6% | -35.7% |
| All | +28.3% | +23.0% | +5.3% | -2.5% |
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