+21.2%
UPS vs ESTC
+31.2%
-10.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.7% |
| 7D | -2.9% | -8.1% | +5.2% | -2.0% |
| 30D | -3.5% | +31.7% | -35.2% | -6.9% |
| 3M | -5.7% | +41.1% | -46.8% | -9.9% |
| 6M | -4.4% | +77.1% | -81.4% | -11.5% |
| YTD | +8.0% | +21.7% | -13.7% | +4.1% |
| 1Y | +29.0% | +8.4% | +20.7% | +25.6% |
| 3Y | -27.7% | +23.6% | -51.3% | -34.0% |
| 5Y | -34.3% | -46.5% | +12.1% | -36.1% |
| All | +21.2% | +31.2% | -10.0% | -8.3% |
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