+588.7%
URI vs ESTC
+23.0%
+565.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -9.8% | -11.5% | +1.7% | -7.2% |
| 30D | +1.7% | -7.5% | +9.3% | +3.4% |
| 3M | -9.1% | +23.1% | -32.1% | -14.5% |
| 6M | +9.9% | +75.3% | -65.4% | -6.4% |
| YTD | +31.2% | +14.1% | +17.1% | +22.7% |
| 1Y | +25.9% | -0.6% | +26.5% | +21.3% |
| 3Y | +147.4% | +20.8% | +126.6% | +109.6% |
| 5Y | +179.7% | -48.8% | +228.5% | +177.3% |
| All | +588.7% | +23.0% | +565.7% | +302.0% |
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