+333.4%
URA vs ESTC
+31.2%
+302.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.7% |
| 7D | +1.1% | -8.1% | +9.2% | +2.8% |
| 30D | +7.4% | +31.7% | -24.3% | +0.3% |
| 3M | -8.4% | +41.1% | -49.4% | -15.9% |
| 6M | -12.7% | +77.1% | -89.8% | -24.5% |
| YTD | +7.8% | +21.7% | -13.9% | +0.4% |
| 1Y | +19.5% | +8.4% | +11.1% | +13.5% |
| 3Y | +116.4% | +23.6% | +92.8% | +86.0% |
| 5Y | +134.3% | -46.5% | +180.7% | +123.6% |
| All | +333.4% | +31.2% | +302.3% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling