+27.7%
URA vs ESTC
-48.9%
+76.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.9% |
| 7D | -4.1% | -11.5% | +7.4% | -1.5% |
| 30D | -19.0% | -7.5% | -11.5% | -17.7% |
| 3M | -25.1% | +23.1% | -48.2% | -29.4% |
| 6M | -44.5% | +75.3% | -119.8% | -52.1% |
| YTD | -24.3% | +14.1% | -38.4% | -28.7% |
| 1Y | -28.1% | -0.6% | -27.5% | -30.2% |
| 3Y | +40.7% | +20.8% | +19.9% | +18.8% |
| All | +27.7% | -48.9% | +76.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling