+199.6%
URA vs ESTC
+25.9%
+173.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -1.5% | +2.4% | -4.0% | -2.0% |
| 30D | -10.4% | -4.2% | -6.2% | -9.6% |
| 3M | -29.6% | +2.5% | -32.1% | -30.6% |
| 6M | -40.3% | +81.5% | -121.8% | -48.4% |
| YTD | -25.5% | +16.8% | -42.3% | -30.1% |
| 1Y | -26.4% | -3.5% | -23.0% | -28.1% |
| 3Y | +31.4% | +17.7% | +13.7% | +14.6% |
| 5Y | +28.6% | -51.7% | +80.3% | +25.4% |
| All | +199.6% | +25.9% | +173.7% | +114.1% |
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