-28.8%
URA vs ESTC
-6.1%
-22.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.0% |
| 7D | +4.5% | +5.8% | -1.3% | +3.9% |
| 30D | -13.4% | -5.6% | -7.9% | -12.9% |
| 3M | -28.4% | +15.4% | -43.8% | -29.2% |
| 6M | -40.5% | +77.8% | -118.3% | -43.4% |
| YTD | -24.3% | +18.1% | -42.3% | -24.0% |
| 1Y | -28.8% | -3.7% | -25.2% | -25.3% |
| All | -28.8% | -6.1% | -22.7% | -25.3% |
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 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