+635.0%
URI vs ESTC
+25.9%
+609.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +6.7% | +2.4% | +4.3% | +6.2% |
| 30D | +8.9% | -4.2% | +13.1% | +9.8% |
| 3M | +0.5% | +2.5% | -1.9% | -1.0% |
| 6M | +20.7% | +81.5% | -60.8% | +2.1% |
| YTD | +40.0% | +16.8% | +23.2% | +30.3% |
| 1Y | +34.4% | -3.5% | +37.9% | +30.7% |
| 3Y | +149.5% | +17.7% | +131.8% | +113.4% |
| 5Y | +205.6% | -51.7% | +257.3% | +209.8% |
| All | +635.0% | +25.9% | +609.0% | +326.8% |
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