+35.6%
URA vs ESTC
-51.0%
+86.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.9% | -2.6% | +5.5% | +3.5% |
| 30D | -10.8% | -8.6% | -2.2% | -9.1% |
| 3M | -25.5% | +14.4% | -39.9% | -28.5% |
| 6M | -41.2% | +73.3% | -114.5% | -49.0% |
| YTD | -21.3% | +15.7% | -37.0% | -26.0% |
| 1Y | -25.7% | -7.6% | -18.1% | -26.5% |
| 3Y | +43.1% | +14.6% | +28.5% | +23.2% |
| 5Y | +35.6% | -50.0% | +85.6% | +23.7% |
| All | +35.6% | -51.0% | +86.6% | +23.7% |
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