-31.1%
URA vs ESTC
+1.6%
-32.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -10.5% | -15.9% | +5.3% | -9.2% |
| 30D | -18.6% | -5.5% | -13.1% | -18.1% |
| 3M | -23.0% | +26.2% | -49.2% | -24.7% |
| 6M | -40.3% | +77.0% | -117.3% | -43.3% |
| YTD | -23.5% | +18.9% | -42.3% | -23.5% |
| 1Y | -31.1% | +1.3% | -32.4% | -27.9% |
| All | -31.1% | +1.6% | -32.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling